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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 |
| 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 |
| 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 |
| 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 |
| 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) |
| 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 |
| 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 |