Applied Probability Day (1992-2003)

Applied Probability Day (APD) first took place in April 1992 at Columbia University as a one-day international event. It traditionally takes place on a Friday, 9:00AM --6:00PM, leaving the weekend free for visitors to enjoy the many attractions of New York City .  In 1995 APD was merged together with the fall semester of Probability Towards 2000.

Each APD has six renown invited speakers covering a broad array of topics in applied probability. Previous speakers and the titles of their talks are listed below:

  • APD 1992:
    • Joel E. Cohen ( Rockefeller U. ): Random Graphs in Biology
    • Rick T. Durrett ( Cornell U. ): Particle System Models of Ecosystem Dynamics
    • Frank P. Kelly ( Cambridge U. ): Network Routing
    • Charles M. Newman (Courant Institute, New York U. ): Maximum Path Lengths for Random Task Graphs
    • Lawrence A. Shepp (ATT Bell Labs): Some Problems in Applied Probability
    • William D. Sudderth (U. Minnesota ): Approximation Theorems and Algorithms in Gambling Theory and Stochastic Games
  • APD 1993:
    • David Aldous (U. Calif. Berkeley ): Some Open Problems on Reversible Finite Markov Chains
    • Mark H. A. Davis ( Imperial College ): A Deterministic Approach to Stochastic Optimal Control
    • Persi Diaconis ( Harvard U. ): Haar Measure for Probabilists
    • Murad Taqqu ( Boston U. ): Self-Similar Processes with Infinite Variance
    • S.R.S. Varadhan (Courant Institute, New York U. ): Hydrodynamic Scaling: The Transition From Particles to Fluid
    • Ward Whitt (AT&T Bell Labs): The Nonstationary Erlang Loss Model
  • APD 1994:
    • Ed Coffman (AT&T Bell Labs): Stochastic Matching: Guises and Applications
    • Cristina Costantini (U. Rome, Italy ): The Skorohod Reflection Problem
    • Robin Pemantle (U. Wisconsin, Madison): What is the Probability that a Markov Chain Hits a Set?
    • Steve Shreve (Carnegie Melon U.): Heavy Traffic Convergence of a Controlled Multi-Class Queueing System
    • Mike Steele ( Wharton School , U. Pennsylvania ): Problems and Progress in Probability and Algorithms
    • Simon Tavare (U. Southern Calif. ): When did Eve Live?--Ancestral Inference in Population Genetics
  • APD 1996:
    • Erhan Cinlar ( Princeton U. ): Stochastic models of turbulent transport
    • Claudia Kl&uumlppelberg (Johannes Gutenberg U., Mainz, Germany ): Subexponential distributions revisited
    • Robert Adler (U. North Carolina, Chapel Hill ): Building with superprocesses
    • Debasis Mitra (AT&T Bell Labs): Some recent approaches and results on broadband network design
    • Michel Talagrand (Ohio State U. and C.N.R.S., France ): An inequality for the Sherrington Kirkpatrik spin glass model
    • Michael Waterman (U. Southern Calif. ): Oceans and islands in DNA physical maps
  • APD 1997:
    • W. J. Ewens (U. Pennsylvania ):
      Statistical Problems in Human Genetics
    • Jeff Steif (U. Göteborg, Sweden ):
      Phase Transitions for Markov Random Fields: Some Results and Open Questions
    • Marcel F. Neuts( U. of Arizona , Tucson ):
      The Case for Computer Experimentation in Stochastic Modelling
    • J. Michael Harrison( Stanford U. ):
      Brownian Models of Stochastic Processing Networks
    • Jean Walrand(U. California, Berkeley ):
      Models and Problems in High-performance Communication Networks
    • Donald L. Turcotte( Cornell U. ):
      Self-Organized Criticality and the Statistics of Natural Hazards
  • APD 1998:
    • Jonathan Goodman(Courant Institute, New York U. )
      New Monte Carlo methods for value at risk and stochastic differential equ\ ations
    • Philip Heidelberger(IBM, Watson Research Center )
      Multilevel splitting for estimating rare event probabilities
    • Sidney Resnick (Cornell U.)
      Why the sample correlation function will break your heart
    • Paul Dupuis ( Brown U. )
      Simple necessary and sufficient conditions for the stability of constrained processes
    • Marc Yor( Paris VI, France)
      Some combinations of Asian, Parisian and Barrier options
    • Freddy Delbaen(ETH Zurich, Switzerland )
      Passport options: Russian and Asian relations
  • APD 1999
    • Soren Asmussen, University of Lund, Sweden
      Exponential Martingales in Applied Probability
    • Rene A. Carmona, Princeton University, USA
      Transport by Stochastic Flows: Rigorous Results, Simulations and Conjectures.
    • Benoit Mandelbrot, Yale University, USA
      Multifractal Properties of Financial Prices
    • Don Dawson, Fields Institute, Toronto, Canada
      Measure-valued Models of Catalytic and Mutually Catalytic Branching
    • Thomas Liggett, UCLA, USA
      Contact Processes on Lattices and Trees
    • Ruth Williams, UC San Diego, USA
      Reflecting Diffusions and Queueing Networks
  • APD 2000
    •  D. Bertsimas, Massachusetts Institute of Technology
      Moment Problems and Their Applications
    • D. Heath, Carnegie Mellon University
      Risk Management Using Coherent Risk Measures
    • T. Kurtz, University of Madison, Wisconsin
      Exchangeability and derivation and approximation of filtering equations
    • P. Protter, Purdue University
      Non-redundant Claims:  Robustness, Regularity, and Formulas
    • D. Siegmund, Stanford Univerity
      Approximate P-values for Local Sequence  Alignments
    • R. Weber, Cambridge University
      A Large Deviations Analysis of the Multiplexing of Periodic Traffic Sources
    • Soren Asmussen, University of Lund, Sweden
      Exponential Martingales in Applied Probability
  • APD 2001
    • Richard Tweedie, U. Minnesota
      Drift Conditions for Stability of Markov Chains (revisited)
    • Marty Reiman, Lucent Technologies
      A Comparison of Two Heavy Traffic Regimes for Multiserver Queues
    • Daniel Ocone, Rutgers U.
      Recent Problems in Stochastic Control
    • Richard Gill, U. Utrecht, Eurandom, Netherlands
      Teleportation Into Quantum Statistics
    • Ragnar Norberg, LSE, London, UK
      Pricing and Hedging in Life and Pension Insurance
    • Per Mykland,U. Chicago
      Trading Options with Statistical Prediction Intervals
  • APD 2002
    • Michael Rabin, Harvard U. & Columbia U.
      Provably Information Secure Encription
    • Francois Baccelli, INRIA & ENS, Paris, France
      A Probabilistic Model of Congestion Control in the Internet
    • Thaleia Zariphopolou, U. Texas
      Indifference Prices and Optimal Investments
    • Victor Solo, U. New South Wales, Sydney, Australia
      Neural Receptive Field Plasticity via Point Process Adaptive Filtering
    • Edward Waymire, Oregon State U.
      A Probabilistic View of Navier-Stokes and Related Equations
    • Peter Glynn, Stanford U. Brownian Traffic Modeling
  • APD 2003
    • Cheng-Der Fuh, Inst. of Statistical Science, Academia Sinica, Taiwan
      SPRT and CUSUM in Hidden Markov Models
    • Harold Kushner, Brown University
      Proportional Fair Sharing Algorithms for Mobile Communications
    • Philippe Robert, INRIA, Rocqencourt, France
      Stochastic models of data transmission in communication networks
    • George Moustakides, IRISA - INRIA, Rennes, France
      Optimum CUSUM tests for detecting changes in continuous time processes
    • John P. Lehoczky, Carnegie Mellon University
      Heavy Traffic Limit Theorems for Real-Time Computer Systems
    • Alexander Stolyar, Bell Labs Research
      Scheduling of Flexible Interdependent Time-varying Servers
  •  APD 2004
    • Assaf Naor (Microsoft Research): Shannon 's Problem on the Monotonicity of Entropy
    • Yuval Peres (UC Berkeley): A Stable Marriage of a Poisson Process and Lebesgue Measure
    • Amir Dembo ( Stanford University ):Fractal geometry of simple random covering: late and favorite points
    • Timo Seppalainen ( University of Wisconsin ): Inhomogeneities and the Hydrodynamic Limit of the Asymmetric Exclusion Process
    • Gennady Samorodnitsky ( Cornell University ): Measuring the Length of Memory in Infinite Variance Stable Processes
    • Chris Heyde ( Columbia University and Australia National University ): The Zoo of Non-classical Limit Theorems - Species Yet to be Classified

·        APD 2006

o       H. Chen (National University of Singapore): Poisson Process Approximation: from Palm theory to Stein’s method


o       Michael Pinedo (Stern School of Business, New York University ): Stochastic Batch Scheduling and the “Smallest Variance First Rule


o       Samuel Kou ( Harvard University ): Stochastic Modeling in Nanoscale Biophysics


o       Frostig ( University of Haifa ): On Ruin Probability for a Risk Process with Phase-type Claims and Inter-arrival Times Perturbed by a Levy Process with No Negative Jumps


o       Offer Kella (The Hebrew University of Jerusalem ): A Levy Process Reflected at a Poisson Age


o       Nick Duffield (AT&T Labs Research): Sampling and Estimation from Heavy Tailed Distributions in the Internet


·        APD 2007

o       Kevin Glazebrook ( Lancaster U., UK ): General Notions of Indexability and Dynamic Allocation of Individuals to Teams Providing Service


o       Jose Blanchet ( Harvard U. ): Rare-event Analysis and Simulation of Heavy-tailed Systems


o       Jim Fill (Johns Hopkins U.): A (Minor) Miracle: Diagonalization of a Bose-Einstein Markov Chain


o       Marco Avellaneda (Courant Institute, NYU): Power-Law Price Impact Models and Stock Pinning on Option Expiration Dates


o       Steve Lalley (U. Chicago ): Spatial Epidemics: Critical Behavior


o       Les Servi ( Lincoln Labs, MIT): Methods of Maritime Tracking: An Overview from an Applied Probability/Operations Research Perspective




For general CAP inquiries:
(Karl Sigman)