Schedule for the course on
STOCHASTIC STABILITY, LARGE DEVIATIONS, and COUPLING METHODS

Notation:
GL = Guest lecture
SS = Stochastic Stability
LD = Large Deviations
C = Coupling
(overlappings are possible)
    Lecturers:
Serguei Foss (SS/LD)
Takis Konstantopoulos (SS/LD)
Tolya Puhalskii (LD)
Hermann Þórisson (C)
 
    Guest lecturers:
Yiannis Kontoyiannis
Søren Asmussen
 
 
 

Monday 4/9 Tuesday 5/9 Wednesday 6/9 Thursday 7/9 Friday 8/9 Saturday 9/9


Monday 4/9
  14:00 Registration
  14:50 Welcome
  15:00-16:30 GL1: Information-theoretic ideas in Poisson approximation and concentration (Yiannis Kontoyiannis)
  16:30-17:40 LD1: Asymptotics for maximum of random walk
  18:00 Reception

Tuesday 5/9
  09:00-10:10 LD2: Large deviations principle
  10:10-10:30 Coffee break
  10:30-11:40 SS1: Lyapunov functions
  11:50-13:00 C1: Basic coupling examples
  13:00-14:30 Lunch
  14:30-15:30 LD3
  15:30-15:50 Coffee break
  15:50-16:50 SS2
  17:00-18:00 C2

Wednesday 6/9
  09:00-10:10 SS3: Fluid limits
  10:10-10:30 Coffee break
  10:30-11:40 LD4
  11:50-13:00 C3: Coupling random elements
  13:00-14:30 Lunch
  14:30-15:30 SS4
  15:30-15:50 Coffee break
  15:50-16:50 LD5
  17:00-18:00 C4

Thursday 7/9
  09:00-10:10 SS5: Harris processes; Renovating events theory
  10:10-10:30 Coffee break
  10:30-11:40 LD6
  11:50-13:00 C5: Coupling Markov chains and random walks
  13:00-14:30 Lunch
  14:30-15:30 SS6
  15:30-15:50 Coffee break
  15:50-16:50 C6
  17:00-18:30 GL2: Tail probabilities for a computer reliability problem (Søren Asmussen)

Friday 8/9
  09:00-10:10 SS7: Monotonicity methods
  10:10-11:20 LD7
  11:20-11:40 Coffee break
  11:40-12:50 C7: Coupling stochastic processes
  13:00-14:30 Lunch
  14:30-15:30 SS8
  15:30-15:50 Coffee break
  15:50-16:50 LD8
  17:00-18:00 C8

Saturday 9/9
  09:00-10:10 SS9: Continuous-time processes
  10:10-10:30 Coffee break
  10:30-11:40 LD9
  11:50-13:00 C9: Group coupling and point processes