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

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]
Pavel Chigansky (Hebrew University of Jerisalem) [September 2 - November 1]
D. Manjunath (Indian Institute of Technology Bombay, Mumbai) [September 12]
Dr Gernot Mueller (Centre of Mathematics, Munich University of Technology, Germany) [November 11 - November 12]
Francois Dufour (Mathematiques Appliquees de Bordeaux, France) [December 1 - 16]
Saul Jacka (University of Warwick) [December 7 - 22]

The Centre had the following visitors in 2009:

Peter Jagers (Chalmers University of Technology, Sweden)
Alexander Veretennikov (University of Leeds, UK and Institute of Information Transmis. Problems, Moscow,Russia) [June 25 - July 18] http://www.maths.leeds.ac.uk/~veretenn http://www.iitp.ru/ru/users/293.htm
Robert Liptser (Tel Aviv University, Israel) [July 1 - August 29]
Haya Kaspi (Technion, Israel) [September 10 - ...]
Ross Maller (Australian National University) [October 19 - ...]

Past Events

For events in 2003 click here.

Recent Events

Probability and Statistics Seminars

The Centre organised:

Workshop on Mathematical Methods in Finance. June 7-10 2004.

and 3rd National Symposium on Financial Mathematics. June 10-11.

Mini Conference on Stochastic Systems. August 16, 2005.

Centre Visitors

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

The Centre had the following visitors in 2006:

The Centre had the following visitors in 2007:

The Centre had the following visitors in 2008:

The Centre had the following visitors in 2009:

Past Events