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Site Map SEAS Department Website Home Overview Members Events Partners Research Publications Site Map For a site index please select here Home Overview Members Events Partners Research Publications Columbia University Privacy Policy Terms of Use Web site developed by Columbia

Original URL path: http://www.columbia.edu/cu/cap/site-map/navigation/site.html (2016-02-12)

Open archived version from archive - Overview

give a one hour talk Objective The objective of the Center is to provide an umbrella under which diverse research and educational activities in probability and its applications can be focused and supported especially at Columbia University but with a view to local national and international visibility In 1996 Columbia University s Center for Applied Probability CAP was awarded by the National Science Foundation a Group Infrastructure Grant of 1 000 000 for five years The winning proposal CAP Infrastructure Support for an Interdisciplinary Research Center outlined four application ar eas 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 exten sive cross linkage as CAP s focal areas for building research and educational programs The proposing team was led by Chris Heyde and David Yao and includes Sid Browne Joel Cohen Awi Federgruen Paul Glasserman Ioannis Karatzas Perwez Shahabuddin Larry Shepp and Karl Sigman Their many honors and awards include Membership in the U S National Academy of Science and the Australian Academy of Science MacArthur Fellowship Guggenheim Fellowship George B Pegram Distinguished Fellowship Pitman Medal Hannan Medal Lyle Medal Paul

Original URL path: http://www.columbia.edu/cu/cap/pages/overview/index.html (2016-02-12)

Open archived version from archive - Members

Stochastic Processes George Deodatis Risk analysis and management of civil infrastructure systems subjected to natural and technological hazards stochastic mechanics Robert S Erikson Political Science Awi Federgruen Dynamic Programming Markov Decision Processes Logistics and Distribution Guillermo Gallego Stochastic Inventory Dynamic Programming Optimal Control Paul Glasserman Derivatives and Risk Management Monte Carlo Methods Takaki Hayashi Financial Engineering Derivatives Pricing Hedging Risk Management Investment Technology Marc Henry Time Series Econometric Theory Garud Iyengar Stochastic Optimization Applied Probability Mathematical Finance Information Theory Communication Networks Predrag Jelenkovic Long tailed Subexponential Long Dependent Traffic Models Dynamic Channel Allocation Algorithms Caching Algorithms Advanced Reservation Packing Problems and Information Theory Ioannis Karatzas Probability Random Processes Optimization Mathematical Economics Steve Kou Simulation Theory Mathematical Statistics Applied Stochastic Processes and Mathematical and Computational Finance Aurel A Lazar Resource Allocation and Networking Games Multiple Time Scales and Subexponentiality Telecommunications Costis Maglaras Quantitative Pricing and Revenue Management The Economics Design and Operations of Service Systems and Financial Engineering Ciamac Moallemi Optimization and Control of Large Scale Stochastic Systems Service and Communications Networks E Commerce Data Mining and Financial Enigneering Mariana Olvera Cravioto Applied Probability in particular Stochastic Systems Queueing Theory Heavy Tailed Distributions Simulation and Inventory Control Victor de la Pena Probability Martingales De Coupling Methods Jay Sethuraman Scheduling Discrete Optimization and its Applications and Applied Probability Yongzhao Shao Probability Stochastic Optimization Empirical Processes and their Applications Limit Theorems Statistical Estimation Lawrence Shepp Probabilistic combinatorial and statistical analysis of problems in physics and engineering Computer tomography Mathematical finance Genetics Karl Sigman Queueing Theory Stability Theory Point Processes Risk Theory Suresh Sundaresan Fixed Income Markets Term Structure Theory Auctions Design and Valuation of Debt Contracts Derivative Markets and Risk Management Joseph Traub Information Based Complexity Limits to Scientific Knowledge Average Case Analysis Financial Computations Garrett van Ryzin Queueing Systems and Control Stochastic

Original URL path: http://www.columbia.edu/cu/cap/pages/members/index.html (2016-02-12)

Open archived version from archive - Events

Research Publications Events The Center for Applied Probability hosts many conferences and workshops during the year Please click here for current and past Applied Probability Days Please click here for current and past CAP Workshop Events Other Events Columbia University

Original URL path: http://www.columbia.edu/cu/cap/pages/news/index.html (2016-02-12)

Open archived version from archive - Partners

of New York Site Map SEAS Department Website Home Overview Members Events Partners Research Publications Partners Columbia University Privacy Policy Terms of Use Web site developed by Columbia University s

Original URL path: http://www.columbia.edu/cu/cap/pages/partners/index.html (2016-02-12)

Open archived version from archive - Publications

Volumes Springer Verlag publishes CAP volumes under their Springer Lecture Notes in Statistics Series The first two volumes in the series are Stochastic Networks Stability and Rare Events and Probability towards 2000 These volumes are derived from week long conferences of the same name The second volume primarily involves quantum probability Such volumes can be obtained by directly contacting Springer Verlag Volume I Stochastic Networks Stability and Rare Events Volume

Original URL path: http://www.columbia.edu/cu/cap/pages/publications/index.html (2016-02-12)

Open archived version from archive - Center for Applied Probability

now well established Applied Probability Day Only activities whose interest spans several groups are supported The Center also provides expert consulting advice either on a collaborative research or on a commercial basis Proposals for activities to be sponsored by the Center are welcome and may be directed to any member of the Management Committee For general CAP inquiries please contact the CAP Administrator Karl Sigman CAP Director Applied Probability Risk

Original URL path: http://www.columbia.edu/cu/cap/printable/index.html (2016-02-12)

Open archived version from archive - 2013-2014 Department of Statistics Focus Year on Dependence

and Dependence Measures This conference will involve cutting edge research in theoretical developments and applications The conference is motivated by outstanding challenges in research on dependence concerning limit theorems for dependence estimation specification challenges and high dimensional data implementation The conference will also address practical problems of portfolio modeling for banks and regulators The conference will feature applications in genetics hydrology and finance Here is the detailed conference program Please

Original URL path: http://www.columbia.edu/cu/cap/announcements/Copulas-Dependence_13/index.html (2016-02-12)

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