Presentations and Invited Talks (Iíll try to post links to the slides in the future)

 

Fast Simulation of Random Walks Avoiding Hard Obstacles. MCQMC (2008).

 

Rare-event Simulation of Multidimensional Heavy-tailed Random Walks, WSC. December (2007), Brown University, RESIM (2008).

 

Rare-event Analysis and Simulation of Heavy-tailed Systems, Appl. Prob. Day, Columbia University, June (2007).

 

Designing and Testing Efficient Sequential Importance Sampling Estimator, DIMACS, June (2007). Berkeley, Computer Science Department, March (2007). Stanford, Operations Research Group, March (2007).

 

Efficient Rare-event Simulation for Heavy-tailed Multiserver Queues, International Workshop on Rare Event Simulation. Univ. of Nice, France. May (2007).

 

Efficient Rare-event Simulation for Heavy-tailed Sums, WSC 06. December (2006).

 

Steinís Method for some Stochastic Equations. INFORMS, Pittsburgh, November (2006).

 

Rare-event Simulation for Compound Sums. RESIM 06, Bamberg, Germany. October (2006).

 

Large Deviations and State-dependent Importance sampling, Valuetools 06, Pisa, Italy. October (2006).

 

Cramer-Lundberg Asymptotics: A Heavy-traffic Perspective. Actuarial Research Conference, August (2006)

 

Exact Sampling, Drift and Minorization Conditions, IMS Meeting, Brazil. July (2006)

 

Counting, Rare-events and Efficient Importance Sampling. International Workshop on Applied Probability, UConn.(2005), Brown University Applied Math. Dept., (2005), EURANDOM March (2006). Harvard Computer Science Group, December (2006). UConn (2007).

 

Perfect Sampling for Engineering and Financial Applications, JSM,Minneapolis. August (2005).

 

Approximations and Computational Algorithms in Stochastic Modeling, 8th New Researchers in Probability and Statistics. Minneapolis. August (2005)

 

Efficient Simulation of the Maximum of Random Walk with Heavy-tailed Increments. INFORMS APS Meeting, Ottawa, CA. July (2005); Fields Institute, Ottawa, CA. July (2005); Harvard Statistics Department. April (2005)

 

Asymptotics for Large Multiserver Queues. 13th INFORMS APS Meeting, Ottawa, CA. July (2005).

 

Approximations for the Distribution of Infinite Horizon Discounted Rewards. 30th Stoch. Proc. and Their Applications Conference, UCSB, June (2005).

 

Approximations and Computational Algorithms in Insurance and Queueing. Electrical Engineering Seminar at DEAS Harvard. April, (2005); NESS, April (2005); Clarkson University, March (2005).

 

Approximations for Geometric Sums and Perturbed Renewal Equations, Operations Research Semina, Stanford. January, 2005.

 

Asymptotics for Large Multiserver Queues in Heavy-traffic, invited session for the 2005 (August) Applied Probability Society meeting, Ottawa.

Approximations and Limit Theorems for Insurance Risk and Queueing Theory, presented in 2004 at several Operations Research and Statistics Departments: Berkeley (OR), Columbia Business School, Harvard (Stat), NYU Stern, Texas A&M (OR), Universite de Montreal (OR), and Waterloo (Stat).

 

Asymptotics for Queues in Heavy-traffic, invited session 2004 INFORMS National Meeting, Denver

 

Corrected Diffusion Approximations for Infinite Variance Queues, invited session for 2004 INFORMS National Meeting, Denver

 

Efficient Simulation of Ruin Probabilities under Stochastic Return on Investments, accepted for the 2004 Applied Probability Society meeting, Beijing

 

Approximations for the Distribution of Infinite Horizon Discounted Rewards, accepted for the 2004 Applied Probability Society meeting, Beijing

 

Rare Event Simulation and Perfect Sampling of Infinite Horizon Discounted Rewards, invited session for 2003 INFORMS National Meeting, Atlanta

 

Corrected Diffusion Approximations for Queues in Heavy Traffic, invited session for 2003 INFORMS National Meeting, Atlanta