Lévy Processes and Random Walks: a workshop in celebration of Ron Doney's 80th birthday

这是一个为期3天的研究研讨会的部分资金申请题为Lévy过程和随机游走的概率：在庆祝罗恩多尼的80岁生日在曼彻斯特大学举行的研讨会，7月21日至2020年7月23日。随机游动是一个具有独立增量的离散时间随机过程。它是概率论中的一个基本模型，早期被作为独立随机变量的和进行研究。经典的大数定律和中心极限定理是概率统计的基础。Lévy过程是随机游动的连续时间模拟。Lévy过程最著名的例子是布朗运动和泊松过程，它们出现在整个概率论中。随机游动和Lévy过程不仅在概率论中有许多应用，而且在数学、物理、生物学和其他科学领域也有许多应用。该研讨会标志着罗恩多尼教授的80岁生日，他是该领域的世界领先专家之一。本次会议将邀请该领域的24位顶尖专家进行演讲。传统上，英国在Lévy过程和随机漫步领域具有非常强的代表性，其中七个讲座将由英国学者提供。我们的研讨会侧重于在这一领域的新发展和应用其他研究，包括数学生物学和风险，金融和保险。除了讲座之外，还将有机会让博士生和早期职业研究人员在海报会议上展示他们的工作。会议将通过加强英国和国际专家之间的互动来促进英国数学在随机行走和Lévy过程的最新发展和未来方向。特别强调女性学者和早期职业研究人员的参与。

This is an application for partial funding for a 3-day research workshop in probability entitled Lévy processes and random walks: A workshop in celebration of Ron Doney's 80th birthday held at the University of Manchester, 21 July to 23 Julyl 2020. A random walk is a discrete time stochastic process with independent increments. It is a fundamental model in Probability Theory and was studied in its early days as sums of independent random variables. The classical Law of Large Numbers and Central Limit Theorem form the base of Probability and Statistics. Lévy processes are a continuous time analogue of random walks. The most well-known examples of Lévy processes are Brownian motion and the Poisson process which appear throughout Probability Theory. Both random walks and Lévy processes have numerous applications not only in Probability but in other areas of mathematics, physics, biology and other sciences. The workshop marks the 80th birthday of Professor Ron Doney, who is one of the world leading experts in this area. This occasion will bring twenty four invited talks from the leading experts in this area. The UK traditionally has a very strong representation in the area of Lévy processes and random walks and seven of these talks will be given by UK-based academics. Our workshop focuses on the new developments in this area and applications to other of research including mathematical biology and risk, finance and insurance. Alongside the talks there will be opportunities for PhD students and early career researchers to present their work at a poster session.The meeting will benefit UK mathematics by enhancing interactions between UK and international experts on recent developments and future directions in random walks and Lévy processes. Particular emphasis is placed on the participation of female academics and early career researchers.