MaPhySto
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

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Funded by The Danish National Research Foundation

Events in 2001

Conferences, workshop, courses

Thursday January 4 - Saturday January 6, 2001, University of Copenhagen:

Workshop on Stochastic Partial Differential Equations, Statistical Issues and Applications.

November 2000, and January 2001, University of Copenhagen:

Graduate Course on Applied Analysis. Lectures by Professor Michael Vogelius, Rutgers University.

28-31 March, 2001, University of Aalborg:

Second MaPhySto Workshop on Inverse Problems: Inverse Problems from a Statistical Perspective.

23-27 April, 2001, University of Copenhagen:

Concentrated Advanced Course on Statistical Mechanics of Disordered Systems. Lectures by Professor Anton Bovier, Weierstrass Institute, Berlin.

28 May - 1 June, 2001, University of Aarhus:

Concentrated Advanced Course on Monte Carlo Methods in Financial Engineering. Lectures by Professor Paul Glasserman, Columbia University.

Tuesday 29 May, 2001, University of Aarhus:

Mini-workshop on Mathematical Physics.

19-22 August, 2001, University of Aalborg:

TMR and MaPhySto Summer School on Spatial Statistics and Computational Methods.

23-25 August, 2001, University of Copenhagen:

2nd Danish Symposium on Applied Analysis "Numerical methods in areas of fluid dynamics, electromagnetics and finance". Organized by the Danish SNF-PDE-group.

23-28 August, 2001, University of Aarhus:

Instructional and Research Workshop on Multiplicative Processes and Fluid Flows. Tutorial Lectures by Professor Edward C. Waymire, Oregon State University.

4 October, 2001, University of Aarhus:

Q-mini-workshop. Lectures by Matthias Winkel, Steen Thorbjørnsen, Jan-Åke Larsson and Richard D. Gill.

Seminars and alike

Wednesday, 5 January, 2000 at 15:15 in Aud. 10:, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Mogens Bladt (Universidad Nacional Autónoma de México) Point processes with finite-dimensional conditional probabilities.

Monday 15 January 2001, at 14:30 - 17 in room 221, Building 404, Technical University of Denmark:

DCAMM Seminar Practical and Theoretical Aspects of Electromagnetic Tompgraphy. Lecture by Professor Michael Vogelius, Rutgers University.

Tuesday 23 January 2001, at 09:30 - 17 in room H3.22, Building 521, University of Aarhus:

MaPhySto and CAF Meeting on Mathematical Finance.

Tuesday, 27 March, 2001, University of Aarhus:

Valentin Petrov (University of St. Petersburg): On the law of the iterated logarithm for sequences of random variables.

Wednesday 16 May 2001, at 15:15, in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Martin Jacobsen, ASOR, KU: Some examples of multidimensional diffusions.

Wednesday 23 May 2001, at 15:15, in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Masayuki Uchida, Department of Mathematics, Kyushu University, Japan, p.t. ASOR, KU: Information criteria in model selection for stochastic processes.

Tuesday May 29 2001, at 15:15, in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Ola Hössjer, Centre for Mathematical Sciences, Lund University: Asymptotic estimation theory of multipoint linkage analysis.

Wednesday, 12 September, 2001 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Paulius Jakubenas (Paris VI, p.t. ATSAU): On the impact of proportional transaction costs.

Wednesday, 26 September, 2001 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Mogens Bladt (Universidad Nacional Autónoma de México, p.t. FML KU): Inference for functionals which depend on phase-type distributions.

Wednesday, 17 October, 2001 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Jean Jacod (Universite Paris VI): On the Euler scheme for equations driven by a Levy process.

Wednesday, 24 October, 2001 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Niels Richard Hansen (ASOR): Stochastic context-free grammars in bioinformatics.

Thursday, 25 October, 2001 at 14:00 in room G5-109, Aalborg University: Seminar

K. Mochizuki, Department of Mathematics, Tokyo Metropolitan University: Inverse scattering for a nonselfadjoint perturbation of the wave equation.

Thursday, 25 October, 2001 at 15:30 in room G5-109, Aalborg University: Seminar

Igor Trouchine, Institute for Problems of Precision Mechanics and Control, Russian Academy of Science: Inverse problem for interior spectral data of the Sturm-Liouville and Dirac operators.

Wednesday, 31 October, 2001 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Frederique Bec (ENSAE, Malakoff, France): Tests for unit-root versus threshold specification with an application to the purchasing power parity.

Thursday, 1 November, 2001 at 17:15 in Aud. 10, University of Copenhagen: Danish Mathematical Society Lecture

Prof. Elliott Lieb, Princeton University: The mathematics of the second law of thermodynamics.

Monday, 5 November, 2001 at 14:15 in Aud. 2, University of Aarhus:

Evgeni Korotyaev (Humboldt University, Berlin ): Inverse problem for Schroedinger operator with periodic potential.

Monday, 5 November, 2001 at 16:00 in Aud. 2, University of Aarhus:

Jacob Schach Møller (University of Paris ): The Nelson model.

Wednesday, 7 November, 2001 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Carsten Wiuf (University of Oxford): Inference about population history from genealogical trees.

Thursday, 8 November, 2001 at 14:00 in room G5-109, Aalborg University: Seminar

Rasmus Waagepetersen, Dept. of Mathematical Sciences, Aalborg University: Inversion of yield meter data.

Friday, 16 November, 2001, Aalborg University:

Tiltrædelsesforelæsning Jesper Møller: Perfekt simulation: ideer og anvendelser.

Wednesday, 21 November, 2001 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Johan Segers (University of Gothenburg): On the multiplicative excesses over a large order statistic.

Friday, 23 November, 2001 at 13:15 in Aud. 9, University of Copenhagen: Q-Seminar

Jens Hoppe (Humbolt University, Berlin): Proving that the index of some supersymmetric matrix models vanishes.

Wednesday, 28 November, 2001 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Søren Johansen (ASOR): Controlling inflation in a cointegrated vector autoregressive model with an application to US data.

Wednesday, 5 December, 2001, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Bent Nielsen, Nuffield College, Oxford: Cointegration analysis of hyperinflationary data: Yugoslavia 1991-1994.

Friday, 7 December, 2001 at 14:15 in Aud. 9, University of Copenhagen: Q-Seminar

Thomas Guhr, Lunds Universitet: Harmonic Analysis, Random Matrices and Supersymmetry.

Tuesday, 18 December, 2001 at 13:00 in room G5-112, Aalborg University, Frederik Bajaers Vej 7G: Ph.D. defense

Kim Emil Andersen, Department of Mathematical Sciences, Aalborg University: Statistical Perspectives on Inverse Problems.

Wednesday, 19 December, 2001, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Peter Reinhard Hansen, Brown University: A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1) ?