15th Annual Applied Probability Day

IN HONOR OF CHRIS C. HEYDE

In Memoriam: Christopher C. Heyde (1939 – 2008)

Saturday, June 28th, 2008
9:00AM-6:00PM

Columbia University, New York City
(Location: Room 303 in S.W. Mudd Building)

SPEAKERS:

Five (5) Speakers include:

David Pollard, Yale University, USA                             [DOWNLOAD TALK .PDF]

       Random chromatic numbers, some statistical folklore, and some puzzling inequalities

Søren Asmussen, Aarhus University, Denmark              [DOWNLOAD TALK .PDF]

      Failure probabilities for checkpointing and parallel computing

Steve Kou, Columbia University, USA

       The Recent Financial Turmoil and Related Financial Engineering Research Problems

J. Michael Steele, Wharton School, USA                      [DOWNLOAD TALK .PDF]

       Martingale Markets

Sidney Resnick, Cornell University, USA                      [DOWNLOAD TALK .PDF]

       Multivariate regular variation on 3 cones yields three theories

SCHEDULE:

10:00 –  10:15AM    Opening remarks, Karl Sigman, Director of CAP

10:15 –  11:00AM    David Pollard

11:00 –  11:45AM    Sidney Resnick

11:45 –  12:00PM     Comments  about Chris Heyde from his Colleagues

12:00 –  1:30PM     Lunch

1:30  –  2:15PM     Søren Asmussen

2:15 –  3:00PM     J. Michael Steele

3:00 –  3:30PM     Coffee Break

3:30 –  3:45PM     Comments about Chris Heyde from his Colleagues

3:45 –  4:30PM     Steve Kou

6:00 – 8:00PM     Reception

[PDF SCHEDULE – CLICK HERE TO DOWNLOAD]

We particularly warmly welcome all of those who remember Chris C. Heyde; his students, his colleagues and his friends.
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, but this year it will be on a Saturday.

Directions and parking information

For inquiries:
(Karl Sigman)

Applied Probability Day 1992-2007