Mathematical Sciences/GIG: Center for Applied Probability: Infrastructure Support for an Interdisciplinary Research Center

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Heyde 9631392 The Center for Applied Probability (CAP) at Columbia University was established in late 1993 as an interdisciplinary center concerned with the study of uncertainty in all areas of human endeavor. Its creation reflected the substantial interest and expertise in applied probability of many faculty members at Columbia, who, collectively, represent a broad range of disciplines, span-spanning major research and educational activities of the Graduate School of Arts and Sciences, the Graduate School of Business, and the School of Engineering and Applied Science. CAP's unique strength lies in its integration of probability with a spectrum of applications in science, engineering, and industry. With its location in metropolitan New York, CAP also has unique opportunities for significant impact on the research and educational needs in industry sectors as diverse as telecommunications, computing, financial services and insurance, retail and distribution, and engineering and management consulting. Each of these sectors faces vital issues of risk, reliability, and quality that mesh with CAP's strengths in theory and modeling. Four application areas (mathematical and computational finance, stochastic networks, logistics and distribution, and population dynamics), and four methodological areas (control and optimization, stochastic analysis, numerical methods, and statistical inference), with extensive cross linkage, form CAP's focal areas for building research and educational programs. Infrastructure support is needed for three specific objectives: (a) to support doctoral research in the focal areas, with an emphasis on the integration of mathematics, computing, and applications; (b) to facilitate bringing several key visiting scientists to CAP for collaborative research; and (c) to build a computer laboratory to support computation, which is central to all the focal areas. Ten key players of CAP form the team of investigators. This group includes several nationally and internationally r enowned leaders in applied probability and operations research. This Group Infrastructure Grant will permit expansion of this activity.