Stability and scaling limits for Markov processes and applications (1–3 cr)
Prof Matthieu Jonckheere (U Buenos Aires)
Three lectures during 24–26 Sep 2018, every day 10:15–12:00 (Mon, Tue, Wed)
Krossi lounge (M220), 2nd floor, Otakaari 1, Aalto University
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.
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 firstname.lastname@example.org or just show up at the first lecture.
Aalto University, 20 Dec 2016
Stochastic Sauna is a traditional workshop that brings together researchers and students working on probability, statistics, and their applications. The workshop starts in the morning of Tue 20 Dec 2016 and ends at approximately 17.00 in the afternoon.
For more information and registration, see:
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.
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 email@example.com by 29.9.2016.
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
There will be a Workshop on Stochastic Analysis and Related Topics at the University of Jyväskylä on 21–22 December 2015. Follow the link for a list of confirmed speakers and more information.
There is no participation fee. Participants are welcome to give a talk. Please announce your participation (and title of your talk) by December 11, 2015 to stefan.geiss(at)jyu.fi.
The traditional Stochastic Sauna workshop will be held at Aalto University on 16–17 Dec 2015. Registration is mandatory and due by 30 November.