Eighth Annual Applied Probability Day

Friday May 5, 2000, 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.


9:15 - 10:00         D. Bertsimas, Massachusetts Institute of Technology
                            Moment Problems and Their Applications

10:00 - 10:45       D. Heath, Carnegie Mellon University
                            Risk Management Using Coherent Risk Measures

10:45 - 11:15       Coffee break

11:15 - 12:00      T. Kurtz, University of Madison, Wisconsin

                            Exchangeability and derivation and approximation of filtering equations

12:00 -   2:00       Lunch

  2:00 -   2:45       P. Protter, Purdue University

                            Non-redundant Claims:  Robustness, Regularity, and Formulas

  2:45 -   3:30       D. Siegmund, Stanford Univerity
                            Approximate P-values for Local Sequence  Alignments

  3:30 -    4:00       Coffee Break

  4:00 -    4:45       R. Weber, Cambridge University

                            A Large Deviations Analysis of the   Multiplexing of Periodic Traffic Sources

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

This event will be preceded by BENESFEST , a day of stochastic control in honor of Vaclav E. Benes.

Directions and parking information

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