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6th International Conference on Lévy Processes
28th European Meeting of Statisticians, Piraeus
Probability at Warwick Young Researchers Workshop
Carlo Alberto Stochastics Workshop
6th Iranian International Workshop on Stochastic Processes and Their Applications
METMA V International Workshop on Spatio‐Temporal Modelling
Conference: Conformal maps, probability and physics
Summer School "Probability and Statistical Physics in Two and More Dimensions"
The “34th Conference on Stochastic Processes and their Applications" took place in Osaka, from September 6 to September 10, 2010. This annual international meeting was held under auspices of the Bernoulli Society and was co-sponsored by the IMS.
The meeting gathered 406 participants from more than 35 countries, including over 76 graduate students and many young participants. Despite the Far Eastern location of Osaka, the number of participants was much larger than expected. A total of 230 talks were delivered at the meeting, including plenary lectures, Itô Memorial lectures, invited special sessions and contributed talks. In addition, 16 posters were presented.
The Scientific Program Committee consisted of Hirofumi Osada (Fukuoka, Chair), Maury Bramson (Minnesota), Krzysztof Burdzy (Seattle), Ana Bela Cruzeiro (Lisbon), Tadahisa Funaki (Tokyo), Peter Hall (Melbourne), Claudia Klüppelberg (Munich), Terry Lyons (Oxford), Avishai Mandelbaum (Haifa), Shige Peng (Jinan), Laurent Saloff-Coste (Ithaca), Gordon Slade (Vancouver), Alain-Sol Sznitman (Zurich), Nizar Touzi (Palaiseau), S. R. Srinivasa Varadhan (New York) and Marc Yor (Paris).
The Organizing Committee consisted of Ichiro Shigekawa (Chair), Shigeki Aida, Takashi Kumagai, Hiroyuki Matsumoto, Hiroshi Sugita, Setsuo Taniguchi, Masanori Hino, Hideo Nagai, Yoshiki Otobe and Naomasa Ueki.
The venue was the Senri Life Science Center Building located in the north of
Osaka prefecture. It could accommodate up to 12 parallel sessions, and whose
main lecture hall, Life Hall, with its 400 seats, provided a generous frame for
the plenary lectures and main events, which were relayed to another hall,
Science Hall.
The plenary lectures are given by Rami Atar (Haifa), Marek Biskup (Los Angeles),
Martin Hairer (Coventry), Masanori Hino (Kyoto), Jean Jacod (Paris), Monique
Jeanblanc (Evry), Davar Khoshnevisan (Salt Lake City), Takashi Kumagai (Kyoto),
Claudio Landim (Rio de Janeiro, Lévy Lecture), Gregory Lawler (Chicago, Doob
Lecture), Terry Lyons (Oxford, IMS Medallion Lecture), Grégory Miermont (Paris),
Chris Rogers (Cambridge), Timo Seppälänen (Madison), Karl-Theodor Sturm (Bonn),
Shanjian Tang (Shanghai), Jonathan Taylor (Stanford) and David Wilson (Redmond)
Abstracts of the lectures as well as a photo gallery from the meeting and
other details are available at the conference website at
http://stokhos.shinshu-u.ac.jp/SPA2010/
At the opening ceremony, Marta Sanz-Solé, past chair of CCSP, declared the
opening of the conference. In her opening address, she gave an announcement of
the newly created Doeblin prize supported by Springer, which was good news to
all participants of the conference.
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| T. Lyons (right) and T. Kurtz |
On Tuesday evening, there was a special event, Itô memorial lectures. Henry P. McKean and Shinzo Watanabe gave talks that commemorated Professor Kiyosi Itô, who was one of the principal founders of modern theory on stochastic processes and was a teacher of an entire generation of Japanese probabilists. Their talks depicted Professor Itô's zeal for probability theory and gave a deep impress in all audience.
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| Henry P. McKean |
On Wednesday morning, there was an event for World Statistics Day, organized by the Bernoulli Society Executive Committee. ISI President-Elect Jae C. Lee and BS President-Elect Edward Waymire gave addresses. After the event, Maria Emilia Caballero, the chair of the organizing committee of 36th SPA in Oaxaca, announced the next year conference in Mexico. Wednesday afternoon was devoted to excursions. There were Course (A) to visit the Kiyomizu temple and Kinkakuji temple and Course (B) to have the experience of a Zazen and Tea Ceremony. In the evening, participants relaxed during the Banquet which was held in the Senri Room of the Center.
In the closing ceremony, Víctor Pérez-Abreu gave an address and declared the closing of the conference.
The conference owes an enormous debt to our generous financial sponsors: Elsevier, Illinois Journal of Mathematics, Osaka Convention & Tourism Bureau, Sony Life Insurance Co., Nippon Life Insurance Co., Sumitomo Life Insurance Co., Global COE Program (Education and Research Hub for Mathematics-for-Industry), Global COE Program (Fostering top leaders in mathematics – broadening the core and exploring new ground) and Grant-in-Aid of Japan Society for the Promotion of Science.
Ichiro Shigekawa, Kyoto
The 6th International Conference on Lévy Processes took place from July 26 –
30, 2010, at TU Dresden, Germany. With approximately 160 people attending, this
is one of the largest conferences dedicated to stochastic jump processes. As in
the earlier conferences in Aarhus (1999, 2002), Paris (2003), Manchester (2005)
and Kopenhagen (2007), all 42 talks were by invitation only. The speakers
covered a wide range of current research topics in Lévy and jump processes, for
example, sample path properties, statistics of jump processes, numerical
aspects, stochastic modelling with applications to finance and insurance, random
fields, potential theory and distributional properties. More than 40 posters
were presented by the participants. On the official website of the conference,
http://www.math.tu-dresden.de/sto/schilling/conferences/levy2010/levy2010.htm,
most of
the talks and many posters are freely available. Thanks to the sponsorship of
the Bernoulli Society journal “Stochastic Processes and their Applications” we
could, for the first time, advertise two SPA travel grants of € 500 each. The grants were awarded to the prize-winners, Ms. Noelia Viles-Cuadros
(Barcelona) and Mr. Zakhar Kabluchko (Ulm), during the opening ceremony of the
conference.
The conference was accompanied by a Summer School on Lévy Processes which took
place from July 22 to 24, 2010, at TU Braunschweig. The school was aimed at
advanced graduate and young Ph.D. students which participated in four series of
lectures state-of-the-art information on jump processes:
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Many of the 110 participants took the opportunity to present their own research in posters or short talks. The slides of the four lecture courses are freely available at www.tu-braunschweig.de/stochastik/levyschool/
Both meetings were generously supported by the Deutsche Forschungsgemeinschaft (DFG), the Priority Programme SPP 1324 of the DFG, TU Dresden, TU Braunscheig, Niedersächsische Technische Hochschule, Elsevier, Springer, de Gruyter and the "Förderverein für Mathematik zu Dresden e.V."
René Schilling, Dresden
Alexander Lindner, Braunschweig
The European Meeting of Statisticians is an established event for statistics and probability in Europe and worldwide, held under the auspices of the Bernoulli Society, the IMS and ISI. The 28th European Meeting of Statisticians (EMS 2010) took place from August 17th to 22nd at the University of Piraeus, Greece. Piraeus is the main port of the country and is situated very close to Athens. The university is located near the commercial centre, 10 minutes walking distance from the picturesque bay of Microlimano.
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The Forum Lecture |
The scientific program included an Opening Lecture presented by Alexandre Tsybakov on Trace Regression and the Estimation of High-Dimensional Low Rank Matrices, a Forum Lecture on Statistical Inference on Covariance Structures presented in two parts by Tony Cai and a Closing Lecture delivered by Simon Tavaré on Approximate Bayesian Computation. There were also six special invited lectures, 43 invited paper sessions and 47 contributed paper sessions. In total, 129 invited papers, 185 contributed papers and 40 posters were presented; the book of abstracts provided to the delegates included 364 papers.
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The Poster Session |
At the EMS2010, there were about 450 participants. This is quite impressive if one takes into account the substantial number of international conferences in mathematical and applied statistics that took place last summer in Europe. It also represents much higher attendance compared to the last two EMS meetings. A broad range of topics in statistics and probability were covered during the conference, including nonparametric and semiparametric Bayesian procedures, time-series, extremes, GLM, censored data, reliability, limit theorems, hypothesis testing, applied statistics, etc.
The special invited speakers participating at the conference were: Jaromir Antoch, Nicolò Cesa- Bianchi, Mark Podolskij, Dimitris Politis, Markus Reiß, Sylvia Richardson and Tomasz Schreiber. The invited paper sessions covered specialized subjects such as: adaptation in nonparametric estimation, aggregation methods, dimension reduction and factor modelling, statistics for discretely observed semi-martingales, coupling in statistics, statistical causality, dependence in probability and statistics, Lévy processes, stochastic differential equations, statistics for microarray data, DNA evidence in court, duration analysis, nonparametric econometrics, applied Markov models and partially identified stochastic models.
The social events arranged for the delegates of the conference included a concert offered by the Saxophone Orchestra of the Prefecture of Piraeus on the evening of the first day, which was also accompanied by a welcome buffet, and a guided tour of the New Acropolis Museum. The gala dinner on the evening of Friday the 20th, at the City of Athens Technopolis, involved an interesting culinary experience which was followed by dancing. The poster session, scheduled for the following evening, attracted many participants and was accompanied by a buffet.
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The Gala Dinner |
At the closing ceremony, Markus Laszlo, member of the ERC announced that the next EMS conference will take place in Budapest, Hungary, in 2013.
We would like to thank the Scientific and the Local Organizing Committees for all their hard work over the past two years on the development of the scientific program and the local organization.
Enno Mammen
Chairman of the Scientific Programme Committee
Markos Koutras
Chairman of the Local Organizing Committee
The fourth Probability at Warwick Young Researchers Workshop was held between 19th and 23rd July 2010 (the previous editions were in 2006, 2007 and 2009; a similar event was held at Bath in 2008). This workshop has become increasingly international: This year we had 34 participants not just from the UK, but from Brazil, Greece, Spain, Hungary and France as well. They came to hear wonderful courses by Steve Evans (University of California, Berkeley) and Martin Hairer (University of Warwick), and to give short talks of their own.
Steve Evans spoke on "Trickle-down growth models, Doob-Martin boundaries, and random matrices". He gave us a beautiful exposition of the Doob-Martin boundary theory for Markov chains, which he then applied to the large-time asymptotics of various specific examples with connections to Pólya sequences.
Where Steve talked about transient Markov processes, Martin Hairer took as his subject the "recurrent" case, with a course entitled "Regularity and convergence of diffusion processes". He took us on a marvelous tour through Harris' theorem, how to find Lyapunov functions, Malliavin Calculus, Hörmander's theorem and much else besides!
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Steve Evans |
Lecture notes for both courses are available at http://www.warwick.ac.uk/go/paw/paw2010. The subjects of the 11 participant talks ranged over much of modern probability theory, both pure and applied. We had a lovely conference dinner on campus and the participants had plenty of opportunities to interact (and play football on the grass outside the Maths building!).
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Martin Hairer |
The workshop was made possible by generous funding from the Warwick Department of Statistics which, in particular, allowed us to subsidize the registration fees of all of the participants. Next year, a similar event will be held at the University of Oxford during the week 3rd-8th April 2011, with courses on "Bayesian approach to inverse problems" by Andrew Stuart (Warwick), "Random planar processes" by James Norris (Cambridge) and "Random networks: the preferential attachment paradigm" by Peter Mörters (Bath). This will form one of the series of LMS/EPSRC short courses and full details, including information on how to apply to participate, will appear on the LMS website in due course.
Christina Goldschmidt and David Croydon
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The "Carlo Alberto Stochastics Workshop" was held at the Collegio Carlo Alberto, Moncalieri, Italy, on 11 June 2010. It is the first of a series of workshops, which are planned to be held annually at Collegio Carlo Alberto as part of the "de Castro" Statistics Initiative. The workshop addressed different topics in Bayesian asymptotics for infinite-dimensional models such as consistency and convergence rates of posterior distributions, limit theorems for predictive distributions and large sample behavior of predictive recursion estimates. Estimation problems that were considered include density estimation in specified and misspecified models, sparse signal estimation, nonparametric regression, spectral density estimation in long memory processes and classification. The scientific program featured 8 invited talks by Ismael Castillo, Debdeep Pati, Pietro Rigo, Judith Rousseau, Catia Scricciolo, Surya Tokdar, Stephen Walker and Harry van Zanten. The event was sponsored by the International Society of Bayesian Analysis (ISBA).
The host institution, the Collegio Carlo Alberto, is a research center created by the Compagnia di San Paolo and the University of Torino in 2004. It promotes research and teaching in economics and social sciences. For more information, see http://www.carloalberto.org/.
Pierpaolo De Blasi, Turin
The 6th Iranian International Workshop on Stochastic Processes and Their Applications was held at the School of Mathematics, IPM Tehran, Iran, May 18 – 20, 2010. These workshops are held regularly on a six-month basis. The aim is to bring together Ph.D. students and leading experts in the theory of stochastic processes, time series analysis and statistics of stochastic processes. The plenary speakers of the workshop were Thomas Mikosch (Copenhagen), Peter Robinson (LSE), Ahmad Reza Soltani (Kuwait University and Shiraz University), and Bijan Zangeneh (Sharif University). Furthermore, there were 21 invited and contributed speakers and 90 participants, most of them graduate students. Two series of invited lectures were also given: one on "Evidence and modeling of extremes in finance, insurance and telecommunications" and on "Extremes of financial time series" (Thomas Mikosch), "Estimation of temporal and spatial power law trends" and "Non- and semiparametric regression with spatial data" (Peter Robinson). For further information, see also http://math.ipm.ac.ir/conferences/2010/SP2010/index.jsp
Saeid Rezakhah, Masoud Pourmahdian, Hamid Pezeshk
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The V International Workshop on Spatio-Temporal Modelling (METMA V) has been held in Santiago de Compostela (Spain) from June 30th until July 2nd. The workshop has been organized by the Department of Statistics and Operations Research of the University of Santiago de Compostela as a satellite of TIES conference.
The events is in series of workshops, reaching its fifth edition with METMA V, have been previously organized by other Spanish research groups, with noticeable scientific contributions to promote the establishment of spatial and spatio-temporal statistics as a discipline in its own, without forgetting its projection into applied fields such as epidemiology or ecology, among others. The previous METMA were held in Benicassim (2001), Granada (2004), Pamplona (2006) and Alghero (2008, Italy), and both the number of participants as well as the quality of the scientific contributions have been improved over the years.
The scientific program of the conference included three plenary sessions given by Noel A. Cressie (The Ohio State University), Peter Diggle (Lancaster University) and Abdel El-Shaarawi (McCaster University). These plenary talks were devoted to the dynamical modeling of spatio-temporal random fields, the prediction of epidemics and the evaluation of water quality based on microbiotic indexes. Among the invited and contributed talks, some of the most recent advances in spatio-temporal methods, such as extreme analysis or disease mapping, were presented.
The social program of METMA V included a welcome reception at Pazo de Fonseca, one of the outstanding buildings of the University of Santiago de Compostela that owns an impressive historical heritage. The conference dinner took place at San Francisco Monastery, near Praza do Obradoiro, in the heart of the old town. In the excursion, the participants had the opportunity to visit The City of Culture of Galicia, designed by the American architect Peter Eisenman, rising on the top of mount Gaiás in Santiago de Compostela. This magnificent project hosts the best of our cultural expressions with the aim of Galicia's internationalization.
More than 130 participants from 19 different countries have made this fifth edition of METMA the most international one. This success confirms the recognition achieved by the present and former organizing research groups.
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Participants of the V International Workshop on Spatio-Temporal Modelling (METMAV) |
METMA V has been supported by SEIO (The Spanish society for statistics and operations research), SGAPEIO (the Galician society for the promotion of statistics and operations research), IAP Network (Interuniversity Attraction Pole, Belgian Science Policy) and The International Environmetrics Society (TIES), as well as INE (the national institute of statistics).
The best papers presented in METMA V will be published in a special issue of
Environmetrics and another special issue of Journal of Environmental Statistics.
A book of abstracts has been also edited, including all the invited and
contributed papers.
More information about the event can be found in the conference website
http://eio.usc.es/pub/metma.
A call for proposals to hold the next METMA will be opened after summer.
The Organizing Committee wants to thank all participants, sponsors and collaborators.
Hope to see you in next METMA!
Rosa M. Crujeiras
The conference "Conformal maps, probability and physics" brought together 80 mathematicians and physicists, leading experts as well as young researchers, working on or interested in random geometric structures having conformal invariance properties. This is a very topical area: an important motivation for the conference was to provide a forum for researchers working in complex analysis, probability, and theoretical physics to exchange their ideas and to learn about new result and techniques. Judging from the overwhelmingly positive feedback, the meeting indeed succeeds very well in its goals.
With the special purposes of the conference in mind, it was structured so that each morning began by expository presentations given by leading international experts. Here we heard talks by Lawler, LeGall, Cardy, Werner, Duplantier, Sheffield, Kenyon, Makarov, Wiegmann and Sodin. The third of the morning talks was a research exposition by one of the leading senior researchers, presentations by Miermont, Le Jan, Kupiainen, Gruzberg and Nienhuis, and the afternoons were devoted to invited talks by the most promising young researchers in the area.
The meeting took place at the beautiful surroundings of the Centro Stefano Franscini (CSF) – at present an ETHZ-conference center. The center is located at Monte Verita, a hill above Ascona in Ticino Canton, Switzerland, providing panoramic views with fascinating historical heritage.
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An afternoon was devoted to recreational purposes, to taking a conference excursion to the Cardada-Cimetta Mountains, standing above the city of Locarno. After trekking, one received panoramic views over Lake Maggiore and the nearby mountain peaks. The stresses and strains of the afternoon were healed by the conference dinner at the Ticinese Mountain Restaurant at Cardada.
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The conference demonstrated the expansion of new understanding in its main topical themes and directions, such as the 2D Lattice Models, Discrete Complex Analysis, Diffusion Limited Aggregation (DLA), Hele Shaw flow, Quantum Gravity, the Gaussian Free Field (GFF), Gaussian Analytic Functions and their zeroes, Random Matrices, and Random Maps.
What most of these areas have in common is that they are motivated by (or even directly stemming from) problems in statistical physics and probability theory, requiring deep insights and tools from complex analysis. Therefore, such meeting as the present one is vital for future developments. We believe that the conference has played its role here well, and had a strong impact on the interaction of ideas and methods in this interdisciplinary field.
The sponsors and supporters of the meeting were ETHZ Centro Stefano Franscini (CSF), Swiss National Science Foundation (FNS), EU Research training network CODY, European Research council (ERC), AG CONFRA, European Science Foundation (ESF), networks HCAA and RGLIS, US National Science Foundation and Academy of Finland.
For more detailed information see: www.unige.ch/~smirnov/conferences/ascona/
Kari Astala (Helsinki), Steffen Rohde (Seattle), Stanislav Smirnov (Geneva)
Clay Mathematics Institute 2010 Summer School "Probability and Statistical Physics in Two and more Dimensions" and XIV-th Brazilian School of Probability-EBP took place at Buzios, Brazil, July 11 – August 7, 2010.
In the past 10 to 15 years, various areas of probability theory related to rigorous statistical mechanics, disordered systems and combinatorics have enjoyed an intensive development. A number of these developments deal with two-dimensional random structures. The questions related to critical systems are two-fold: Understanding large-scale properties of lattice-based models (on a periodic deterministic lattice or in the case where the lattice is itself random) and, on the other hand, being able to construct and manipulate a continuous object that describes directly their scaling limits. In the case of a fixed planar lattice, a number of conjectures originating in the physics literature have now been proved, but many questions remain open. In the case of statistical physics on random planar graphs, sometimes referred to as quantum gravity, many results have been recently understood and a relation between discrete and continuous structures is now emerging. The aim of this school is to provide a complete picture of the current state of the art in these and related topics.
School attracted more than 150 participants during the first three weeks and another 70 participants came at the last week for the XIV-EBP program.
School had the following courses:
Foundational Courses:
"Large random planar maps and their scaling limits" by Jean-Francois Le Gall and
Gregory Miermont;
"SLE and other conformally invariant objects" by Vincent Beffara;
"Noise-sensitivity and percolation" by Jeffrey Steif and Christophe Garban.
Mini-Courses:
"Integrable combinatorics" by Philippe Di Francesco;
"The double dimer model" by Rick Kenyon;
"Fractal and multifractal properties of SLE" by Gregory Lawler;
"Random geometry and Gaussian free field" by Scott Sheffield;
"Conformal invariance of lattice models" by Stanislav Smirnov.
"Random Polymers" (Joint with XIV Brazilian School on Probablity) by Frank den
Hollander;
"Self-avoiding walks" (Joint with XIV Brazilian School on Probablity) by Gordon
Slade.
M. Biskup, N. Lopes Garcia, D. Ioffe, W. Konig, A. Maass, L. Mytnik, Y.Peres and T. Turova were plenary lecturers at Brazilian School of Probability.
Both meetings were generously supported by Clay Mathematics Institute, IMPA- Instituto Nacional de Matemática Pura e Aplicada (Rio de Janeiro), CNPq (Brazil), CAPES (Brazil), NSF, ANR (France).
Video records of all courses (including tutorials), seminars and lectures soon
will be available at
www.impa.br/opencms/pt/eventos/store_old/evento_1007
Vladas Sidoravicius
