Spring School in Advanced Probability (March 12–17, 2018, Novosibirsk, Russian Federation)
Professor Takis Konstantopoulos will talk about the relations between random matrices, their eigenvalues, and the queueing models, such as M/M/1 queues in series.
Recently, connections with random graphs were found and some approximation results that lead to the Tracy-Widom distribution will be explained.
Professor Sergey Zuev will present a course on Point processes and Poisson random measures that will cover:
Introduction to point processes (fields) in general spaces, moment measures, probability generating functional and Laplace functional, Fock space, cluster processes, infinitely divisible processes, Campbell theorem and Palm distribution;
Construction of general Poisson processes and their main properties: superposition, thinning, point translation, Mecke-Slivnyak characterisation;
Advanced properties of Poisson random measures: variation analysis, chaos decomposition, covariance identities and log-Sobolev inequalities;
Clark-Okone martingale representation for Poisson martingales, Stein’s method and normal approximation of Poisson functionals, some applications to stochastic geometry and statistics.
Organisations