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PAW: Programme

Taught courses

Stochastic Control (Prof. S. Jacka, University of Warwick)

This course will provide an introduction to Stochastic Control in continuous time. The emphasis will be on techniques for solving problems. I will include as many serious examples as I can. The course will assume familiarity with Stochastic Calculus up to the level of Chapter 3 of Oksendal's "Stochastic Differential Equations" (6th Edition).

Random Matrix Theory for Probabilists (Prof. N. O'Connell, University College Cork)

Random matrix theory brings together many different areas of mathematics, statistics and physics; it also brings together different areas of probability, from reflected processes and exit problems to percolation and point processes. In these lectures I will describe some of the probability that shows up and explain how it fits into the bigger picture.


Exercise classes

Fear not, these are not aerobics sessions, but a chance to explore in more detail some of the issues arising from the lecture courses!


Participant talks

Participants are encouraged, but by no means obliged, to present their own work in one of the afternoon sessions. Speakers may choose to give an informal introduction to an area of interest, or to present a more detailed account of their research (subject to timetabling constraints). If you would be interested in presenting some work, please indicate this when completing your registration form.


Social events

A chance to watch the World Cup semi-finals (subject to who's playing of course!) and a conference dinner have been organised. The conference dinner on Thursday night will be held in the Sutherland Suite at the University. Wednesday afternoon has been left free to allow participants the chance to relax, explore the local area (Coventry, Leamington Spa, Warwick), or join in an organised activity (possibly an ultimate frisbee match).


Timetable

 

Monday 3rd July

Tuesday 4th July

Wednesday 5th July

Thursday 6th July

Friday 7th July

0900-1030

 

Stochastic Control

(Jacka)

Stochastic Control

(Jacka)

Random Matrices

(O'Connell)

Random Matrices

(O'Connell)

1030-1100

Coffee

1100-1230

Random Matrices

(O'Connell)

Random Matrices

(O'Connell)

Stochastic Control

(Jacka)

Stochastic Control

(Jacka)

1230-1400

Lunch

End of workshop

1400-1530

Exercise class

Free afternoon

Exercise class

 

1530-1600

Registration

Coffee

Coffee

1600-1730

Participant talks

Participant talks

Evening

Social

World Cup football

World Cup football

Conference dinner

 

3rd - 7th July 2006

PAW at stats dot warwick dot ac dot uk