Large Deviations

Theory and Applications of
Large Deviation Statistics
June 4-8, 2007
335 West Hall, University of Michigan
1085 S.University Ave, Ann Arbor MI 48109
The Michigan Center for Theoretical Physics

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Extinctions, large floods, and stock market crashes are rare events that cannot be ignored. A good deal is known from the point of view of probability theory about how treat such rare processes; the theory is quite different from the statistics of typical events. This theory has obvious applications in areas such as operations engineering, computer science, ecology, epidemiology, and economic modeling.

We are organizing a one-week workshop on this subject in June 2007 which will include talks by mathematicians, statisticians, and applied scientists. The purpose of the workshop will be to bring together workers on the abstract side and in applications to see how a common language can be forged. We hope to have a few tutorial lectures to introduce all the participants to the common threads of the field, and also lectures on research topics. We intend to invite about 20 senior participants plus students and postdocs. We anticipate that there will be significant participation from the University of Michigan community.

The workshop is sponsored by the Michigan Center for Theoretical Physics with additional funding from the Department of Statistics and the Center for the Study of Complex Systems of the University of Michigan.

List of Talks and Abstracts

Greenfield Village Trip
Wednesday, June 6,
following the
afternoon session

Banquet Information

June 7th 6:30 PM

Organizing Committee

Anna Amirdjanova,
Department of Statistics,
University of Michigan

Charlie Doering,
Departments of Mathematics and 
Physics & MCTP
University of Michigan

Len Sander,
Department of Physics
& MCTP
University of Michigan