NINTH ANNUAL APPLIED PROBABILITY DAY

Friday April 6, 2001, 9:00AM-6:00PM 
C.P. Davis Alumni Auditorium 
Morris A. Shapiro Center for 
Engineering and Applied Science Research 
Room 412 
Columbia University, New York City. 
 

DOWNLOAD POSTER (PDF)

SCHEDULE:

8:30-9:00       COFFEE & DANISH

9:00-9:15       OPENING REMARKS: Chris C. Heyde, Director of CAP

    Morning Session:

9:15-10:00     Richard Tweedie (U. Minnesota) Drift Conditions for Stability of Markov Chains (revisited)

10:00-10:45   Marty Reiman  (Lucent Technologies) A Comparison of Two Heavy Traffic Regimes for Multiserver Queues

10:45-11:15   COFFEE BREAK

11:15-12:00   Daniel Ocone (Rutgers U.) Recent Problems in Stochastic Control

12:00-2:00     LUNCH

    Afternoon Session:

2:00-2:45       Richard Gill (U. Utrecht, Eurandom, Netherlands) Teleportation Into Quantum Statistics

2:45-3:30       Ragnar Norberg (LSE, London, UK) Pricing and Hedging in Life and Pension Insurance

3:30-4:00       COFFEE BREAK

4:00-4:45       Per Mykland (U. Chicago) Trading Options with Statistical Prediction Intervals

4:45-6:00       RECEPTION (Wine and Cheese) 
  
 

TO REGISTER:

REGISTRATION IS FREE, all are very welcome; 
but please email cap@columbia.edu to let us know that you plan to attend. 
 

HISTORY:

Applied Probability Day (APD) first took place in April 1992 at Columbia 
University as a one-day international event and has been successfully repeated 
annually since. It traditionally takes place on a Friday, 9:00am-6:00pm, 
leaving the weekend free for visitors to enjoy the many attractions of New York City.

Directions and parking information 
 

For inquiries: 
chris@wald.stat.columbia.edu (Chris Heyde, Director of CAP) 
sigman@ieor.columbia.edu (Karl Sigman, Secretary of CAP)

Applied Probability Day 1992-2000


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