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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.

E-mail:
Website: http://math.nsc.ru/LBRT/v1/school4-2018


Organisations
Novosibirsk State University
Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

 
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