The canonical time is Tuesday afternoon, but some
talks are on other afternoons.
All interested are encouraged
to take part to the full by presenting their ideas and discussing
those of others. Graduate students especially are urged to attend.
The Lab has moved to the new Centre for Mathematical
Sciences, where it now occupies Pavilion D.
All talks will be in Meeting Room 12 of the new Laboratory, unless
otherwise announced. For directions to the new Laboratory,
see the Statistical Laboratory
home web page. The Centre is reached by a path along the west
side of the Isaac Newton Institute in Clarkson Road.
Wednesday April 26
SEMINAR AT KINGS COLLEGE RESEARCH CENTRE, SEMINAR ROOM
5.05pm Charles Stein (Stanford)
Tea available at 4.45
Exchangeable pairs and the analysis of simulations
Tuesday May 2
2.00pm Malvina Luczak (Oxford)
Reducing network congestion and blocking probability through balanced allocation
We compare the performance of a variant of the standard {\it Dynamic Alternative Routing (DAR)} technique commonly used in telephone and ATM networks to a path selection algorithm that is based on the balanced allocations principle - the {\it Balanced Dynamic Alternative Routing (BDAR)} algorithm. While the standard technique checks alternative routes sequentially until available bandwidth is found, the BDAR algorithm compares and chooses the best among a small number of alternatives. We show that, at the expense of a minor increase in routing overhead, the BDAR gives a substantial improvement in network performance in terms of both network congestion and blocking probabilities. (Joint work with Eli Upfal)
Tuesday May 9
2.00pm Markus Kraft
Numerical study of a stochastic particle method for homogeneous gas phase reaction
I will study a stochastic particle system that describes homogeneous gas phase reactions of a number of chemical species. First I introduce the system as a Markov jump process and discuss how relevant physical quantities are represented in terms of appropriate random variables. Then I show how various deterministic equations, known from the literature, are derived from the stochastic system in the limit when the number of particles goes to infinity. Finally, I apply the corresponding stochastic algorithm to a number of problems, including practically relevant as the combustion of methane and of heptane that are used as model-fuels for natural gas furnaces and gas turbines, respectively. In particular, the order of convergence with respect to the number of simulation particles is studied, and I illustrate the limitations of the method.
Tuesday May 23
2.00pm Ilya Goldsheid (QMW)
Eigenvalues and eigenfunctions of the quasi-one-dimensional non-self-adjoint Anderson model
3.00pm Leonid Bogachev
Probabilistic study of the statistics of partitions and related topics
The talk focuses on the asymptotic properties of partitions of natural numbers into a sum of natural summands. A probabilistic method proposed by Vershik and Sinai can be applied to studying the asymptotics of the number of partitions and, in particular, to identifying the limit shape of the corresponding Young diagrams. Along with the full partitions, those with different parts are considered. An intimate connection with the statistics of ideal quantum gas (bosmic vs. fermionic) is pointed out. An intermediate ``anyonic'' case is also discussed in some detail.
Tuesday May 30
2.00pm D. Khmelev (Heriot-Watt and Isaac Newton Institute)
Mean-Field Approximation for Queuing Networks and Global Stability of Non-Linear Dynamical Systems
We will discuss properties of complex queuing networks in the limit when the number $N$ of queues tends to infinity. The limiting process is determined by finite or infinite system of non-linear differential equations. I'll give general conditions guaranteeing the existence and uniqueness of and convergence to a fixed point of this system. The fixed point gives a good approximation to stationary measures of stochastic networks with finite $N$.
Tuesday June 6
2.00pm Thierry Levy (Paris)
Yang-Mills measure on compact surfaces
Tuesday June 13
2.00pm Wendelin Werner (Paris)
Critical exponents and conformal invariance in statistical physics
3.15pm I.Vladimirov (University of Brisbane)
Branching Processes and Computational Collapse of Discretised Unimodal Mappings
to return to Geoffrey Grimmett's home page.