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

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
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2012
资助国家:
美国
项目状态:
已结题
起止时间:
2012-04-01 至 2013-03-31

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中文摘要
翻译
PI正在共同组织一个关于长期依赖、自相似和重尾的会议,会议将于2012年4月在北卡罗来纳州的研究三角公园举行。欲了解更多详情,请访问会议网站http://lrd2012.web.unc.edu.会议的三个主题涉及概率、统计学、地球物理学、电信、工程、经济、金融和保险等多个学科和应用领域。这些领域中的许多都是通过使用涉及长期依赖和重尾的模型进行了字面上的转变。例如,随着现代通信网络从电路交换到分组交换的戏剧性转变,这些模型取代了基于泊松假设和指数分布的模型。新的令人兴奋的应用领域,如社交网络,正在提出新的挑战,其中幂定律、伸缩限制和自相似现象出现了新的面貌。会议将有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示。预计它将对科学、教育和社会经济产生重要和持久的影响。这次会议将促进概率学家、理论和应用统计学家、其他科学家以及学生和实践者之间的思想交流。这可能会导致形成与重要应用相关的新问题,从而刺激新的基础理论研究的发展。这些问题中的许多预计将对社会产生广泛的教育、科学和普遍影响。例如,在了解风险、衡量复杂环境中的不确定性或利用新兴网络结构方面。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。
英文摘要
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.
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会议论文
ATD: Collaborative Research: Extremal Dependence and Change-Point Detection Methods for High-Dimensional Data Streams with Applications to Network Cybersecurity
FRG: Collaborative Research: Extreme value theory for spatially indexed functional data
EVA 2015: The 9th International Conference on Extreme Value Analysis
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