Eleventh Annual Applied Probability Day

Friday April 4, 2003

Columbia University, New York City
(Location: Interschool Lab, 7th Floor of CEPSR (Shapiro Engineering Center))



8:30-9:00 Coffee and Danish

9:00-9:15 Opening Remarks: Chris C. Heyde, Director of CAP

9:15-10:00 Cheng-Der Fuh (Inst. of Statistical Science, Academia Sinica, Taiwan)
SPRT and CUSUM in Hidden Markov Models

10:00-10:45 Harold Kushner (Brown University)
Proportional Fair Sharing Algorithms for Mobile Communications

10:45-11:15 Coffee Break

11:15-12:00 Philippe Robert (INRIA, Rocqencourt, France)
Stochastic models of data transmission in communication networks

12:00-2:00 Lunch Break

2:00-2:45 George Moustakides (IRISA - INRIA, Rennes, France)
Optimum CUSUM tests for detecting changes in continuous time processes

2:45-3:30 John P. Lehoczky (Carnegie Mellon University)
Heavy Traffic Limit Theorems for Real-Time Computer Systems

3:30-4:00 Coffee Break

4:00-4:45 Alexander Stolyar (Bell Labs Research)
Scheduling of Flexible Interdependent Time-varying Servers

4:45-6:00 Wine and Cheese Reception

To Register:

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


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 (although it is on a Thursday this year), 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