THEMATIC PROGRAMS

Program in Probability and Its Applications

August 1998 - June 1999

Organizing Committee

D. Dawson (Fields), N. Madras (York)

T. Salisbury (York) G. Slade (McMaster)

Program Committee

D. Dawson (Fields), G. Grimmett (Cambridge), T. Lyons (Imperial), T. Kurtz (Wisconsin), N. Madras (York), E. Perkins (U.B.C.), T. Salisbury (York), G. Slade (McMaster), S.R.S. Varadhan (Courant)

Visitors to the Program

Topics of Concentration

• August - December 1998
  • Probability and Physics
  • Probability and Communications
• January - June 1999
  • Probability and Biology
  • Probability and Finance

Workshops

• Workshop on Mathematical Physics of Polymers and Percolation -- August 24-29, 1998
• Workshop on Hydrodynamic Limits -- October 5-10, 1998
• Workshop on Monte Carlo Methods -- October 25-29, 1998
• Workshop on Analysis and Simulation of Communication Networks -- November 9-13, 1998
• Workshop on Probability in Finance -- January 26-30, 1999
• Workshop on Interactive Measure-Valued Processes -- March 8-12, 1999
• Workshop on Numerical Methods and Stochastics -- April 19-23 1999
• Workshop on Mathematical Problems Arising from Biology -- June 14-24, 1999

Lecture Series

• The Fields Institute Distinguished Lecture Series will be given by
  P.G. de Gennes (École Supérieure de Physique et de Chimie Industrielles de la Ville de Paris)
  • "Branched Polymers and the Ariadne Length", Thursday October 1, 1998
  • "Sand dunes: how they form, how they move", Thursday October 1, 1998 (public lecture)
  • "From Rice to Snow: some problems of granular matter", Friday October 2, 1998
• The Coxeter Lecture Series will be given by
  R. Durrett (Cornell University)
  
  • DNA Repeat Sequences - May 11, 1999, 11:00 - 12:00 a.m.
  • Stochastic Spatial Models - May 11, 1999, 3:00-4:00 p.m.
  • Scaling limits of particle systems - May 12, 1999, 1:30-2:30 p.m.
• The Kolmogorov Lectures -- Fall 1998
• The Kolmogorov Lectures -- Winter 1999
• The Kolmogorov Lectures -- Spring 1999
• Weekly Lecture Schedule

Probability Graduate Courses
Fall 1998

• F. den Hollander: Large Deviation Theory: Introduction and Applications
• N. Madras: Monte Carlo Methods
• G. Slade: Percolation

Winter 1999

• January 4: Brownian Motion with Applications with Prof. T. Salisbury

• January 8: Topics in Stochastic Analysis and the Mathematics of Finance
  Several lecturers (R.J. Elliott, T. Lyons, R. Norvaisa, D. Salopek) will present segments of the course.
  The course coordinator is D. Salopek.

  To download the lecture notes from R.J. Elliott, click here and here

Probability Mini-Courses:

February 23, March 16 and March 23:
Branching Measure Valued Processes and Interactions (1:00-4:00 pm)

May 17, 25 and 31:
Probabilistic Models in Population Genetics (1:00-4:00 pm)

Related activities

The conference Seminar on Stochastic Processes 1999 will be held at the Fields Institute, March 18-20, 1999.

McMaster University's Britton Lectures will be given by David Brydges (Virginia), at McMaster on October 20-23 1998, at 3:30 p.m. on each of the four days.

The CMS Winter 1998 Meeting on December 13-15, 1998 at Queen's University will have a Special session on Probability and Finance (Organized by M. Csorgo)

Related Probability Sites

• Probability Abstract Service
• Stochastic Analysis Digest
• ESAIMP (European Series in Applied and Industrial Mathematics - Probabilites et Statistique)
  
  

Co-sponsor of the Probability program

The Pacific Institute for the Mathematical Sciences