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Recent Events

Probability and Statistics Seminars

Thu. 28/08/08, 10am, M345

Laws of large numbers for epidemic models with countably many types
Professor A.D. Barbour
Universitat Zurich

Tue. 12/08/08, 10am, M345

APPROXIMATIONS FOR DISTRIBUTIONS OF THE POWER DIVERGENCE GOODNESS-OF-FIT STATISTICS
Vladimir Ulyanov

Thu. 06/12/2007, 11.30am, M345

The Legacy of J. Doob
Professor Marc Yor
Universite Paris VI, France

Thu. 15/11/2007, 11.30am, M345

Growth of the Expectation of Maxima and application to Galton-Watson processes.
Dr. Daniel Tokarev
University of Melbourne

Mon. 27/08/2007, 10am, M345

Laws of large numbers for epidemic models with countably many types
Prof. Andrew D. Barbour
Universitaet Zuerich

Wed. 08/08/2007, 12pm, M345

One problem of the optimization of stochastic network via stochastic controls
Boris Miller
School of Mathematical Sciences, Monash University

Fri. 03/11/2006, 12pm, M350

Surprises in (boundary) Temperley-Lieb algebras
Dr. Jan de Gier
University of Melbourne

Mon. 18/09/2006, 11am, M345

Some coalescent models and their analysis
Prof.Dr. Uwe Roesler
Universitat Kiel

Mon. 11/09/2006, 11am, M345

The weighted branching process and the analysis of algorithms
Prof.Dr. Uwe Roesler
Universitat Kiel

Mon. 04/09/2006, 11am, M345

Multiserver queueing systems with retrials and losses
Vyacheslav M. Abramov
School of Mathematical Sciences, Monash University

Mon. 28/08/2006, 11 am, M350

Reaction times for the Dimer and other processes
Aidan Sudbury
School of Mathematical Sciences, Monash University

Mon. 07/08/2006, 11am, M350

Finite-fuel impulse control with discretionary stopping
Assel Altayeva
King's College, London

Mon. 08/05/2006, 11am, M350

The effective bandwidth problem revisited
Vyacheslav Abramov
School of Mathematical Sciences, Monash University

Mon. 08/05/2006, 11am, M109

Invariant probability measures for Markov
Prof. Francois Dufour
Mathematiques Appliques, Universite Bordeaux 1

Mon. 01/05/2006, 11:15am, M350

Poisoning of catalytic surfaces
Dr. Aidan Sudbury
School of Mathematical Sciences
Monash University

Mon. 24/04/2006, 11am, M350

Probability of absorption at zero in a diffusion model
Professor Fima Klebaner
School of Mathematical Sciences, Monash University

Mon. 10/04/2006, 11am, M353

Recursive Aggregation of Estimators by Mirror Descent Algorithm with Averaging
Alexander Nazin
Institute of Control Sciences, RAS, Moscow, Russia

Mon. 13/03/2006, 11am, M350

On the existence of non-constant volatility in the Black-Scholes and Bachelier formulae\
Kais Hamza
School of Mathematical Sciences, Monash University

Thu. 06/01/2006, 11.30am, M345

Effective size of age-structured populations
Prof. Serik Sagitov
School of Mathematical Sciences, Chalmers University of Technology

Tue. 20/12/2005, 12 noon, M345

Optimal control of a large dam
Vyacheslav M. Abramov
School of Mathematical Sciences, Monash University

Thu. 15/12/2005, 12 noon, M345

A non-parametric test for self-similarity and stationarity in network traffic
Dr Owen Jones
Department of Mathematics and Statistics, The University of Melbourne

Tue. 09/11/2005, 12 noon, M345

Random Sequential Packing: An Overview of Recent Results
Prof Joseph E. Yukich
Lehigh University, Bethlehem,Pennsylvania

Tue. 17/05/2005, 10am, M350

The stability of join-the-shortest-queue models with general input and output processes
Vyacheslav M. Abramov
School of Mathematical Sciences, Monash University

Wed. 12/04/2005, 10am, M350

On Horse Racing, Stock Markets and Bankruptcy
Ravi Phatarfod
School of Mathematical Sciences, Monash University

Mon. 04/04/2005, M345

10:00am

Loss queueing systems: An introduction, asymptotic results and applications
Dr. Vyacheslav Abramov
Centre for Modelling Stochastic systems, Monash University

10:45am

Generalized (discontinuous) solutions in stochastic control problems
Professor Boris Miller
Institute for Information Transmission Problems, Russian Academy of Sciences

Wed. 30/03/2005, 12pm, M345

Before Extinction
Prof. Peter Jagers
Chalmers University, Sweden

Wed. 15/03/2005, 10am, M345

Knuth's parking problem for caravans
Prof. Jean Bertoin
Universite Pierre et Marie Curie, Paris, France

Mon. 07/03/2005, 2 pm, M350

Diffusion models for the preservation of duplicate genes, Dr Martin O'Hely, The University of Queensland.

Fri. 06/01/2005, 11.30 am, M345

Effective size of age-structured populations, Professor Serik Sagitov, Chalmers University of Technology.

Fri. 17/09/2004, 11 am, M345

Some applications of Stein's method, Professor Andrew Barbour, University of Zurich.

Tues. 14/09/2004, 2pm, M345

On pair and tuple formation under independent Poisson or renewal arrival processes, and On the asymptotic behaviour of a simple growing point process model, Dr Kostya Borovkov,Department of Mathematics and Statistics, University of Melbourne

Fri. 27/08/2004, 11am, M345

Convergence of the Binomial Option Price to the Black-Scholes Price, Professor Ken Palmer, Department of Mathematics, National Taiwan University.

Tues. 24/08/2004, 2pm, M345

Zero Biasing and the Discrete Central Limit Theorem, A/Prof. Aihua Xia, Department of Mathematics and Statistics, University of Melbourne

Fri. 06/08/2004, 11am, M345

On the generalization of Esscher and variance premiums modified for Elliptical family of distributions, Prof. Zinoviy Landsman, Department of Statistics, University of Haifa, Israel.

Tues. 22/06/2004, 12 noon, M345

Simple Annealing over Continuous Variables, Dr Mark Fielding, Statistical Science, La Trobe University.

Tues. 25/05/2004, 2pm, M345

Ergodic Theory for Stochastic Equations in Infinite Dimensions, Dr Bohdan Maslowski, Mathematical Institute, Academy of Sciences of the Czech Republic.

Tues. 11/05/2004, 2pm, M345

Bifurcation and phase-transition on tree structures, Dr Aidan Sudbury, Mathematical Sciences, Monash University.

Tues. 04/05/2004, 2pm, M345

Some interesting new perspectives on tandem Jackson networks, Professor Peter Taylor, Department of Mathematics and Statistics, Melbourne University.

Tues. 27/04/2004, 2pm, M345

Financial Engineering in the Wonderland: an Adventure with Riemann, Lisa, and Dickens, Professor Steve Kou, Columbia University.

Tues. 20/04/2004, 2pm, M345

Branching Processes in Near-Critical Random Environments, Professor Fima Klebaner, School of Mathematical Sciences, Monash University.

Tues. 23/03/2004, 2pm, M345

Blocking, dimer and annihilation processes on trees and lattices, Dr Aidan Sudbury, School of Mathematical Sciences, Monash University.

Tues. 16/03/2004, 2pm, M345

Pricing Asian options in the Black-Scholes framework, Professor Daniel Dufresne, Department of Ecomomics, University of Melbourne.

Tues. 9/03/2004, 2 pm, M345

Asymptotic behaviour of some stochastic difference equations, Professor Fima Klebaner, School of Mathematical Sciences, Monash University.

Mon. 16/02/2004, 12 noon, S15

Phenology & Global Warming or (The flowers that bloom in the spring, tra-la), Professor Roy Thompson, University of Edinburgh.

Wed. 11/02/2004, 2 pm, M345

A linear programming approach to time average infinite horizon optimal control problems, Prof. Vladimir Gaitsgory, University of South Australia.

Previous seminars in this series can be found here.

Convenor: Aidan Sudbury

Careers in mathematics

Analytical and quantitative skills are sought by a wide range of employers ...>> more

Read about some of the interesting careers of our former students.

The Centre organised:

Workshop on Mathematical Methods in Finance. June 7-10 2004.
Website / Flyer (pdf).
and 3rd National Symposium on Financial Mathematics. June 10-11.
Website / Flyer (pdf).

Mini Conference on Stochastic Systems. August 16, 2005.

Flyer (pdf).

Centre Visitors

The Centre had the following visitors in 2004 and in 2005:

Steven Kou (Columbia University, New York)
Bohdan Maslowski (Mathematical Institute Academy of Sciences, Czech Republic)
Robert Liptser (Tel Aviv University, Israel)
Zinoviy Landsman (Haifa University, Israel)
Boris Granovsky (Tehnion, Israel)
Andrew Barbour (Universitat Zurich-Irchel, Switzerland)
Peter Jagers (Chalmers University of Technology, Sweden)
Joseph E. Yukich (Lehigh University, Bethlehem, Pennsylvania)

The Centre had the following visitors in 2006:

Andrew Barbour (Universitat Zurich-Irchel, Switzerland)
Alexander Nazin (Institute of Control Sciences, RAS, Moscow, Russia)
Francois Dufour (Mathematiques Appliquees de Bordeaux, France)
Assel Altayeva (Mathematics Department, King's College London)
Uwe Roesler (Universitat Kiel, Germany)
Freddy Delbaen (ETH, Zurich, Switzerland)
Benjamin Goldys (University of New South Wales, Australia)

The Centre had the following visitors in 2007:

Peter Jagers (Chalmers University of Technology, Sweden)
Pavel Chigansky (Universite du Maine, France)
Faiza Maaouia (Universite El Manar 1, Faculte des Sciences de Tunis)
Francois Dufour (Mathematiques Appliquees de Bordeaux, France)
Andrew Barbour (Universitat Zurich-Irchel, Switzerland)
Zinoviy Landsman (Haifa University, Israel) [September 28]
Jerzy Filar (University of Southern Australia, Adelaide, Australia) [October 19]
Marc Yor (Universite Paris VI, France) [December 6]
Robert Liptser (Tel Aviv University, Israel) [November 8 - January 31, 2008]

The Centre had the following visitors in 2008:

Faiza Maaouia (Universite El Manar 1, Faculte des Sciences de Tunis) [February, 18 - April, 21]
Alex Szimayer (Fraunhofer ITWM, Kaiserslautern, Germany) [February, 25 - February, 29]
Uta Freiberg (Mathematical Institute, Friedrich-Schiller University of Jena, Germany [March 4 - March 10] http://www.minet.uni-jena.de/geometrie/uta.htm
Ilya Pavlyukevich (Humboldt-Universit¨at zu Berlin) [March 31 - April 2]
Christian Rau (Department of Mathematics Hong Kong Baptist University) [March 31 - April 2]
Mohammud Foondun (University of Utah) [March 31 - April 2]
Georgy Sofronov (Department of Mathematics, University of Queensland, Australia; School of Mathematics and Applied Statistics, University of Wollongong, Australia) [March 31 - April 2]
Denis Bell (University of North Florida, Jacksonville, Florida) [July, 21 - August, 20]
Andrew Barbour (Universitat Zurich-Irchel, Switzerland)
Vladimir Ulyanov (Moscow State University, Faculty of Computational Mathematics and Cybernetics) [August 12]

Past Events

For events in 2003 click here.