Ninth Annual Applied Probability Day

Friday April 6, 2001, 9:00AM-6:00PM
C.P. Davis Alumni Auditorium
Morris A. Shapiro Center for
Engineering and Applied Science Research
Room 412
Columbia University, New York City.
 

DOWNLOAD POSTER (pdf)

Schedule:


8:30-9:00 COFFEE & DANISH

9:00-9:15 OPENING REMARKS: Chris C. Heyde, Director of CAP

    Morning Session:

9:15-10:00 Richard Tweedie (U. Minnesota) Drift Conditions for Stability of Markov Chains (revisited)

10:00-10:45 Marty Reiman  (Lucent Technologies) A Comparison of Two Heavy Traffic Regimes for Multiserver Queues

10:45-11:15 COFFEE BREAK

11:15-12:00 Daniel Ocone (Rutgers U.) Recent Problems in Stochastic Control

12:00-2:00 LUNCH

    Afternoon Session:

2:00-2:45 Richard Gill (U. Utrecht, Eurandom, Netherlands) Teleportation Into Quantum Statistics

2:45-3:30 Ragnar Norberg (LSE, London, UK) Pricing and Hedging in Life and Pension Insurance

3:30-4:00 COFFEE BREAK

4:00-4:45 Per Mykland (U. Chicago) Trading Options with Statistical Prediction Intervals

4:45-6:00 RECEPTION (Wine and Cheese)
 
 

To Register:

REGISTRATION IS FREE, all are very welcome;
but please email to let us know that you plan to attend.
 

History:

Applied Probability Day (APD) first took place in April 1992 at Columbia
University as a one-day international event and has been successfully repeated
annually since. 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.

Directions and parking information
 

For inquiries:
(Chris Heyde, Director of CAP)
(Karl Sigman, Secretary of CAP)

Applied Probability Day 1992-2000