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Fields-MITACS
Summer School in Applied Probability
to be held at Carleton University
School of Mathematics and Statistics, Herzberg Building,
HP 4351
May 11 21, 2009
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Organizers: Zhicheng (Jason) Gao, Minyi
Huang, Daniel Panario and Yiqiang Q. Zhao
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OVERVIEW
The scientific program of the Summer school will contain four short
courses, 10-12 hours for each course, one tutorial talk (two hours),
approximately six (6) research talks, one hour for each talk (courses
and talks will be delivered by invited leading researchers); in addition,
there will be approximately six student sessions, 1 hour for each
session, for student presentations of their research projects.
We aim to offer four short courses covering the following topics
involving applications of probability theory:
- Asymptotic properties of combinatorial structures.
- Stochastic approximation algorithms with applications.
- Markovian modelling and random walks.
- Multi-dimensional systems and queueing networks.
In addition, a two-hour tutorial talk will be organized on the
topic of Markov Chain Monte Carlo (MCMC)
Program
This summer school will contain four (4) short courses (10-12 hours
for each course), one (1) tutorial talk (two hours), and approximately
six (6) research talks (one hour for each talk), all of which will
be delivered by invited leading researchers. In addition, there
will be several student sessions for student presentations of their
research projects.
Various topics of applied probability will be covered by the four
short courses, two (2) of which will be delivered from Monday May
11 to Friday May 15, 2009, by Jim (Allen) Fill and Johan van Leeuwaarden,
respectively, and the other two (2) from Sunday May 17 to Thursday
May 21, 2009, one given by Hsien-Kuei Hwang and Conrado Martinez,
and the other by G. George Yin.
For titles and abstracts of the short courses
see here
Invited Lecturers:
The five confirmed lecturers for the short courses are:
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Jim Fill,
Department of Applied Mathematics and Statistics, The Johns
Hopkins University.
Markov Chains: Intertwinings,
Strong Stationary Times and Duality, Perfect Simulation, and
Absorption Times
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Hsien-Kuei
Hwang, Institute of Statistical Science, Academia Sinica.
Asymptotic and Probabilistic
Properties of Combinatorial Structures,
Part II: Phase Changes in Random Structures and Algorithms
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Johan van Leeuwaarden,
Department of Mathematics and Computer Science, Eindhoven University
of Technology
Queues, reflected
random walks and the kernel method
.
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Conrado Martinez,
Departament de Llenguatges i Sistemes Informatics, Universitat
Politecnica de Catalunya.
Asymptotic and Probabilistic
Properties of Combinatorial Structures
Part I: Analytic Combinatorics: A Primer
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G. George Yin,
Department of Mathematics, Wayne State University.
Selected Topics in Stochastic
Approximation, Two-time-scale Systems, Switching Diffusions,
and Applications
An invited tutorial on MCMC will be given by:
Neal
Madras, Department of Mathematics and Statistics, York University.,
Tutorial on Markov Chain Monte
Carlo
Invited speakers giving one hour talks.
- Florin Avram, Department de Mathematiques, Universite de Pau,
France.
- Ed Bender Department of Mathematics, University of California,
San Diego, USA.
- Hui Li, Mathematics Department, Mount Saint Vincent University.
- Marni Mishna, Department of Mathematics, Simon Fraser University.
- Alfredo Viola, Instituto de Computacion, Universidad de la Republica,
Uruguay.
- Nick Wormald, Department of Combinatorics and Optimization,
University of Waterloo.
Contributed Talks
The deadline for contributed talks is Sunday April 12. As funded
participants are expected to give a short presentation about their
research topic; other researchers attending the Summer School are
welcome to also give a short presentation, if space is available.
Titles and abstracts can be written in LaTeX and are to be no more
than half a page long.
The title and abstracts should be sent to: summer_school@math.carleton.ca
on or before April 12, 2009
Summer School to be held at
School of Mathematics and Statistics, Herzberg Building, HP
4351
Monday May 11
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8:30-9:00 |
Registration and Coffee |
9:00 - 11:00 |
Course I, Jim Fill:
Markov Chains: Intertwinings, Strong Stationary Times and
Duality,
Perfect Simulation, and Absorption Times. |
11:00 - 11:30 |
Coffee Break |
11:30 - 12:30 |
Neal Madras: Tutorial on
Markov Chain Monte Carlo |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course II, Johan van Leeuwaarden:
Queues, Reflected Random Walks and the Kernel Method
. |
16:00 - 16:30 |
Coffee Break |
16:30 - 17:00 |
Vincent Lyzinski: Comparison
Method for the Relaxation Times of
Ergodic Markov Chains |
17:00-17:30 |
Bo Zhang: Refined Square
Root Staffing for Call Centers with
Impatient Customers |
17:30 - 18:00 |
Qiang Zhen: On Sojourn
Times in the M/M/1-PS Model, Conditioned on
the Number of Other Users |
Tuesday
May 12 |
9:00 - 11:00 |
Course I, Jim Fill:
Markov Chains: Intertwinings, Strong Stationary Times and
Duality, Perfect Simulation, and Absorption Times |
11:00 - 11:30 |
Coffee Break |
11:30 - 12:30 |
Neal Madras: Tutorial on Markov Chain
Monte Carlo |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course II, Johan van Leeuwaarden:
Queues, Reflected Random Walks and the Kernel Method
. |
16:00 - 17:00 |
Break |
17:00 |
Reception |
Wednesday
May 13 |
9:00 - 11:00 |
Course I, Jim Fill:
Markov Chains: Intertwinings, Strong Stationary Times and
Duality,
Perfect Simulation, and Absorption Times. |
11:00 - 11:30 |
Coffee Break |
11:30 - 12:30 |
Invited Talk , Hui Li: Light-Tailed
Behaviour for a QBD Process with Infinitely Many Background
States |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course II, Johan van Leeuwaarden:
Queues, Reflected Random Walks and the Kernel Method
. |
16:00 - 16:30 |
Coffee Break |
16:30 - 17:00 |
Fernanda Campello: Staffing
Requirements Based on Infinite Server Models |
17:00-17:30 |
Pedram Sahba: Dispatching
Policies for Spare Parts Provisioning |
17:30 - 18:00 |
Daria Terekhov: A Constraint Programming
Approach for Solving a Queueing Design and Control Problem |
Thursday
May 14 |
9:00 - 11:00 |
Course I, Jim Fill:
Markov Chains: Intertwinings, Strong Stationary Times and
Duality, Perfect Simulation, and Absorption Times. |
11:00 - 11:30 |
Coffee Break |
11:30 - 12:30 |
Invited Talk, Florin Avram: Some Examples
of Asymptotic Approximations for the Stationary Distribution
of QueueingNetworks |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course II, Johan van Leeuwaarden:
Queues, Reflected Random Walks and the Kernel Method . |
16:00 - 16:30 |
Coffee Break |
16:30 - 17:00 |
Alessandro Arlotto: Hessian Orders and
Multinormal Distributions |
17:00-17:30 |
Jerrard Hampton: Branching Process Representation
to Certain ODEs in the Complex Plane. |
17:30 - 18:00 |
Francois Leduc-Primeau: Stochastic
Iterative Decoding Algorithms |
Friday
May 15 |
9:00 - 11:00 |
Course I, Jim Fill:
Markov Chains: Intertwinings, Strong Stationary Times and
Duality, Perfect Simulation, and Absorption Times. |
11:00 - 11:30 |
Coffee Break |
11:30 - 12:30 |
Invited Talk, Nick Wormald: Methods
and results for random regular graphs |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course II, Johan van Leeuwaarden:
Queues, Reflected Random Walks and the Kernel Method. |
16:00 - 16:30 |
Coffee Break |
16:30 - 17:00 |
Steve Chestnut: Decomposition and Approximation
of Markov Chains |
17:00-17:30 |
Amrik Sen: Poisson Approximation
and its Application in Pattern Matching Problems |
17:30 - 18:00 |
Russ Thompson: Critical constants for
Recurrence on Groups of Polynomial Growth |
Saturday
May 16: free |
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Sunday
May 17 |
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Morning free |
14:00 - 16:00 |
Course IV, G. George Yin: Selected Topics
in Stochastic Approximation,Two-time-scale Systems, Switching
Diffusions, and Applications. |
16:00 - 16:30 |
Coffee Break |
16:30 - 17:00 |
Ravi Kalpathy: Some Convergence Results
in a Modified Leader Election Algorithm |
17:00-17:30 |
Dung Tin Nguyen: Singular Perturbed
Switching Diffusion for Backward Equations |
17:30 - 18:00 |
Martin Zeiner: Convergence Properties
of q-Binomial Distributions |
Monday
May 18 |
9:00 - 10:30 |
Course III-1 Conrado Martinez: Asymptotic
and Probabilistic Properties of Combinatorial Structures |
10:30 - 11:00 |
Coffee Break |
11:00 - 12:30 |
Course III-1 Conrado Martinez: Asymptotic
and Probabilistic Properties of Combinatorial Structures |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course IV, G. George Yin: Selected Topics
in Stochastic Approximation, Two-time-scale Systems, Switching
Diffusions, and Applications. |
16:00 - 16:15 |
Break |
16:15-17:15 |
Invited talk, Marni Mishna: Walks with
Small Steps in the Quarter Plane |
17:15 |
Reception |
Tuesday
May 19 |
9:00 - 10:30 |
Course III-1 Conrado Martinez: Asymptotic
and Probabilistic Properties of Combinatorial Structures |
10:30 - 11:00 |
Coffee Break |
11:00 - 12:30 |
Course III-1 Conrado Martinez: Asymptotic
and Probabilistic Properties of Combinatorial Structures |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course IV, G. George Yin: Selected Topics
in Stochastic Approximation, Two-time-scale Systems, Switching
Diffusions, and Applications. |
16:00 - 16:30 |
Coffee Break |
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Wednesday
May 20 |
9:00 - 10:30 |
Course III-2 Hsien-Kuei Hwang:
Asymptotic and Probabilistic Properties of Combinatorial
Structures |
10:30 - 11:00 |
Coffee Break |
11:00 - 12:30 |
Course III-2 Hsien-Kuei
Hwang: Asymptotic and Probabilistic Properties of Combinatorial
Structures |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course IV, G. George Yin:
Selected Topics in Stochastic Approximation, Two-time-scale
Systems, Switching Diffusions, and Applications. |
16:00 - 16:30 |
Coffee Break |
16:30 -
17:30 |
Invited talk, Alfredo
Viola: Equivalence Classes of Boolean Functions for First-order
Correlation |
Thursday
May 21 |
9:00 - 10:30 |
Course III-2 Hsien-Kuei
Hwang: Asymptotic and Probabilistic Properties of Combinatorial
Structures |
10:30 - 11:00 |
Coffee Break |
11:00 - 12:30 |
Course III-2 Hsien-Kuei
Hwang: Asymptotic and Probabilistic Properties of Combinatorial
Structures |
12:30 - 14:00 |
Lunch |
14:00 - 16:00 |
Course IV, G. George Yin:
Selected Topics in Stochastic Approximation, Two-time-scale
Systems, Switching Diffusions, and Applications. |
16:00 - 16:30 |
Coffee Break |
16:30 -
17:30 |
Invited talk, Ed A. Bender:
Find The Easy Way |
17:30 |
Final Remarks |
Participant List
Fullname |
University/Affiliation |
Al-Khasib, Tariq |
University of British Columbia |
Arlotto, Alessandro |
University of Pennsylvania - The Wharton School |
Bailey, Robert |
Carleton University |
Bender, Ed |
University of California, San Diego |
Bindjeme, Patrick |
Johns Hopkins University |
Bourque, Alex |
DRDC CORA |
Bumagin, Inna |
Carleton University |
Campello, Fernanda |
University of Alberta |
Cao, Yuheng |
Carleton University |
Chestnut, Stephen |
University of Colorado, Boulder |
Chowdhury, Mohammed |
The George Washington University |
Dixon, John D. |
Carleton University |
Fill, James Allen |
The Johns Hopkins University |
Gao, Pu |
University of Waterloo |
Gao, Yanfei |
Carleton University |
Gao, Zhicheng |
Carleton University |
Halder, Avik |
Carleton University |
Hampton, Jerrad |
University of Colorado-Boulder |
Hazaveh, Kamyar |
University of Toronto |
Hwang, Hsien-Kuei |
Academia Sinica |
Kalpathy, Ravi |
The George Washington University |
Khanchi, Aziz |
Carleton University |
Khattab, Tamer |
Qatar University |
Leduc-Primeau, François |
McGill University |
Li, Jun |
University of Manitoba |
Li, Xuan |
University of Manitoba |
Liu, Jungang |
University of Ottawa |
Lladser, Manuel |
University of Colorado |
Lorek, Pawel |
University of Ottawa |
Lyzinski, Vincent |
Johns Hopkins University |
Madras, Neal |
York University |
Martínez, Conrado |
Universitat Politècnica de Catalunya |
Matterer, Jason |
Johns Hopkins University |
Mishna, Marni |
Simon Fraser University |
Murali, Sriram |
University of British Columbia |
Nakama, Take |
Johns Hopkins University |
Newman, Mike |
University of Ottawa |
Ngatched Nkouatchah, Telex Magloire |
University of Manitoba |
Nguyen, Bao |
Centre for Operational Research and Analysis |
Nguyen, Dung |
Wayne State University |
Nielsen, Jason |
Carleton University |
Ouyang, Xuhua |
University of Ottawa |
Panario, Daniel |
Carleton University |
Parag, Parimal |
Texas A&M University |
Rabinovitch, Peter |
Carleton University |
Sahba, Pedram |
University of Toronto |
Sang, Wei Qian |
University of Ottawa |
Sen, Amrik |
University of Colorado, Boulder |
Sulzbach, Henning |
Goethe University of Frankfurt |
Tai, Yongming |
Carleton University |
Terekhov, Daria |
University of Toronto |
Thompson, Russ |
Cornell University |
Thomson, David |
Carleton University |
van Leeuwaarden, Johan |
Eindhoven University of Technology |
Wang, Baoyong |
Carleton University |
Wang, Ge |
Carleton University |
Woodruff, Rob |
Ohio State University |
Wormald, Nickolas |
University of Waterloo |
Xu, Chen |
Carleton University |
Yang, Xiaofeng |
Royal Military College |
Yazbeck, Tania |
DRDC CORA |
Yeh, Jean |
Academia Sinica |
Yin, Gang George |
Wayne State University |
Zaidi, Syed Ali Raza |
University of Leeds |
Zhan, Lina |
Carleton University |
Zhang, Bo |
Georgia Institute of Technology |
Zhao, Yiqiang |
Carleton University |
Zhen, Qiang |
University of Illinois at Chicago |
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TO BE CONFIRMED |
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Amorim, Gustavo |
Federal University of Minas Gerais |
Avram, Florin |
Universite de Pau |
Huang, Jane |
University of British Columbia |
Huang, Minyi |
Carleton University |
Lam, Kwai Hung Henry |
Harvard University |
Li, Hui |
Mount Saint Vincent University |
Panthhe, Kamal Prasad |
Catholic University of Brussels |
Sarria Gonzalez, Julian |
University of Cienfuegos |
Talebi Fard, Peyman |
University of British Columbia |
Viola, Alfredo |
Universidad de la República |
Zeiner, Martin |
TU Graz |
Zilinskas, Zydrunas |
Vilnius University |
For additional information inquiries may be directed to: summer_school@math.carleton.ca
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