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Host: Heriot-Watt University
Homepage: http://www.ma.hw.ac.uk/icms/meetings/2002/prob/index.html
Organizers: Serguei Foss, Stan Zachary
Description:
Workshop on Modern Problems in Applied Probability: Large Deviations, Long-Range Dependence and Simulation, with Applications to Stochastic Networks and to Risk
The theme of the workshop is the study of rare events in probability theory, and the applications of this theory. Major areas of application are to the occurrence of congestion in telecommunication and computer networks, e.g. the Internet, and risk processes in insurance and in the study of extremes of the environment.
Two areas of probability theory, each with their own methodology, contribute to the study of rare events. The first is that of classical large deviations theory. The second area is that of the study of long-range dependence and of heavy-tailed distributions. The workshop will bring together leading mathematicians from both these fields for a period of intensive presentation and discussion of the most recent and important results, and to advance knowledge and research in this important field.
Date received: February 26, 2002, revised July 17, 2004
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