Stochastics minicourse @ Aalto 24–26 Sep 2018

Stability and scaling limits for Markov processes and applications (1–3 cr)

 

Lecturer:
Prof Matthieu Jonckheere (U Buenos Aires)

Schedule:
Three lectures during 24–26 Sep 2018, every day 10:15–12:00 (Mon, Tue, Wed)

Location:
Krossi lounge (M220), 2nd floor, Otakaari 1, Aalto University

Description:
Markov processes allow to study models of almost any dynamics: population dynamics, data networks, physical systems evolutions, biological networks, etc. We will study techniques to answer stability questions including techniques allowing to link some Markov processes to simpler systems (often a deterministic dynamical system) via space-time scaling.

Topics:
1) Markov processes in discrete and continuous time
2) Stationary measures, reversibility
3) Martingales for Markov processes
4) Lyapunov functions
5) Scaling limits
6) Stochastic stability

Evaluation: You may get 1 cr for active participation at the lectures, and up to 3 cr by doing a project (to be agreed with the lecturer).

Registration: You can send an email to lasse.leskela@aalto.fi or just show up at the first lecture.

Joint Seminar with Vienna Graduate School on Computational Optimization – 29 Sep 2016

Joint Seminar with Vienna Graduate School on Computational Optimization headed by Professor Georg Pflug (http://vgsco.univie.ac.at/faculty-members/georg-pflug-speaker/).

Other speakers include Profs. Ahti Salo (Aalto SCI), Lasse Leskelä (Aalto SCI), Juuso Liesiö (Aalto BIZ), Stefan Geiss (University of Jyväskylä), Leena Suhl (University of Paderborn).

Time and place: Thursday 29th September 11:00-16:00 at Aalto University, Otakaari 1, Espoo. Lecture hall U5.

http://sal.aalto.fi/en/gradschool/seminars/Otaniemi2016/

The seminar programme consist of
(i) presentations of the participating research groups and the organization of graduate and doctoral studies (11:00-12:00)
(ii) lunch (12:00-13:00)
(iii) talks on timely research topics in stochastic optimization and analysis, portfolio decision analysis, risk management, and logistics and production planning (13:00-16:00).

The seminar is open to all interested faculty and students, and it will be attended by some 15 student from Vienna. Participants from Finland are kindly requested to register by sending email to tuomas.j.lahtinen@aalto.fi by 29.9.2016.

Call for talks: Statistics Day Helsinki 2016

There is an open call for talks for the Statistics Day Helsinki 2016 organized at Aalto University, Feb 12 2016.

Statistics day is an informal full-day seminar, devoted (but not limited) to:

  • Bayesian Statistics
  • Computational statistics
  • Applications and case studies

We are now calling for talks. Everyone, from students to professors, is invited to give a talk. The talks need not be fully polished congress-type presentations. The seminar will be followed by board games night.

The keynote talk is given by Pauliina Ilmonen: “But how rare is rare?”

Registration and more information at https://statsday.wordpress.com