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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将于2012年4月在北卡罗莱纳州的三角研究公园共同组织一次关于远程依赖、自相似性和重尾的会议。更多细节可以在会议网站http://lrd2012.web.unc.edu上找到。会议的三个主题涉及广泛的学科和应用,包括概率、统计、地球物理、电信、工程、经济、金融和保险。这些领域中的许多都是通过使用涉及远程依赖和重尾的模型而真正改变的。例如,随着现代通信网络从电路交换到分组交换的巨大转变,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,幂定律、缩放限制和自相似现象以新的视角出现。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展示。预计它将对科学、教育和社会经济产生重要而持久的影响。会议将促进概率论家、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。这将有可能导致制定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。其中许多问题预计将对社会产生广泛的教育、科学和一般影响。例如,在理解风险、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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