Conference on Long-Range Dependence, Self-Similarity, and Heavy Tails

长程依赖、自相似性和重尾会议

• 批准号: 1208965
• 负责人: Stilian Stoev
• 金额: $ 0.5万
• 依托单位: Regents of the University of Michigan - Ann Arbor
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2012
• 资助国家: 美国
• 起止时间: 2012-04-01 至 2013-03-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1208965&HistoricalAwards=false
• 关键词: Conference; Long; Range; Dependence; Self

The PI is co-organizing a conference on long-range dependence, self-similarity, and heavy tails, which will take place in Research Triangle Park, North Carolina in April 2012. More details can be found on the conference web-site http://lrd2012.web.unc.edu. The three themes of the conference are studied and arise across a wide range of disciplines and applications, including probability, statistics, geophysics, telecommunications, engineering, economics, finance and insurance. Many of these fields were literally transformed by the use of models involving long-range dependence and heavy tails. For example, with a dramatic shift from circuit to packet switching in modern communication networks, these models took over the dominant place from the models based on Poisson assumptions and exponential distributions. New exciting areas of application such as social networks are posing new challenges where power laws, scaling limits, and self-similarity phenomena emerge in a new light. The conference will feature talks from world renowned experts as well as poster presentations by students and junior researchers. It is expected to have an important and long lasting scientific, educational, and socioeconomic impact. The conference will foster the exchange of ideas between probabilists, theoretical and applied statisticians, other scientists, as well as students and practitioners. This will likely lead to formulating new problems relevant to important applications, thereby stimulating the development of new fundamental theoretical research. Many of these problems are expected to have a broad educational, scientific, and general impact on society. For example, in connection to understanding risk, gauging uncertainty in complex setting, or taking advantage of emerging network structures. Most importantly, the event would introduce young researchers and graduate students to important areas of research.

PI将在2012年4月在北卡罗来纳州北卡罗来纳州的研究三角公园举行有关远程依赖，自相似性和沉重尾巴的会议。可以在会议网络网站http://lrd2012.web.unc.unc.unc.unc.unc.unc.unc.undu上找到更多详细信息。会议的三个主题进行了研究，并在广泛的学科和应用中出现，包括概率，统计，地球物理学，电信，工程，经济学，金融和保险。这些领域中的许多字面实际上是通过使用涉及长距离依赖和沉重尾巴的模型来改变的。例如，随着从电路转移到现代通信网络中数据包切换的急剧转变，这些模型取代了基于泊松假设和指数分布的模型的主导地位。社交网络等新的令人兴奋的应用领域正在提出新的挑战，即力量法，扩展限制和自相似性现象以新的方式出现。该会议将包括来自世界知名专家的演讲以及学生和初级研究人员的海报演讲。 预计它将产生重要且持久的科学，教育和社会经济影响。会议将促进概率主义者，理论和应用统计学家，其他科学家以及学生和从业者之间的思想交流。这可能会导致制定与重要应用相关的新问题，从而刺激新的基本理论研究的发展。这些问题中的许多人有望对社会产生广泛的教育，科学和一般影响。例如，要了解风险，在复杂环境中衡量不确定性或利用新兴网络结构。最重要的是，该活动将向年轻的研究人员和研究生介绍重要的研究领域。