Stats Lab

Statistical Laboratory

Probability Seminars


Lent Term 2002

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.

Talks will be in Meeting Room 12 of the Centre for Mathematical Sciences, Pavilion D.
Directions to the Laboratory.
The CMS is reached by a path along the east side of the Isaac Newton Institute in Clarkson Road.

Tuesday 22 January

2pm James Norris

On the emergence of the giant hyper-component

Tuesday 29 January

2pm Chris Rogers (Bath)

Monte Carlo valuation of American options

Tuesday 5 February

2pm Ostap Hryniv

Self-avoiding interfaces

Friday 8 February (Note change of day)

2pm Erwin Bolthausen

A CLT for convolution equations with applications to weakly self-avoiding random walks

Tuesday 12 February

2pm Richard Kenyon (Orsay)

Dominos, spanning trees and hyperbolic geometry

Tuesday 19 February

2pm Martin Barlow (UBC, ENS)

Which value of the volume growth and escape time exponents are possible for a graph?

Tuesday 26 February

2pm James Martin

Directed percolation and growth models

Tuesday 5 March

2pm Alan Bain

Flow control: From stochastic models to differential equations

Abstract. Various simple differential equation systems have been proposed to model window based flow control schemes such as TCP and its derivatives. These have the advantage that they are amenable to classical dynamical systems analysis, and their stable regions can be determined.
The stochastic behaviour of the actual flow control system is more complex. We shall look at a simplified model of a window based flow control and outline a framework by which under a suitable scaling regime, we may obtain a fluid limit of the stochastic process. This will turn out to be similar in form to the simple differential equations, but with some interesting differences.

Tuesday 12 March

2pm Nicolas Fournier (Nancy)

A particle numerical scheme for a coagulation equation with diffusion

Easter Term

Tuesday 30 April

2pm Yuri Suhov

Tuesday 14 May

2pm Michail Louklakis

Tuesday 28 May

2pm John Kingman

Probability in battles


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