Spring School in Advanced Probability

Due to the epidemiological situation, the content, format and schedule of the school have changed: Dr D. Fraser will start reading his lectures online at the end of April; Prof. S. Foss will continue reading his special course for NSU students. To participate in the school fill the form.

Spring School in Advanced Probability 2020

Novosibirsk State University, Sobolev Institute of Mathematics

April 5-11, 2020, Novosibirsk, Russian Federation

Home School Programme General information

April 9 16:00 (GMT+7), Professor Sergey Foss, Coupling convergence of random variables and H. Thorisson's characterization theorem.
April 16 14:30 (GMT+7), Professor Sergey Foss, A.A. Borovkov's renovation method for stochastic recursive sequences and its relationship with Harris Markov's chains.
April 23 14:30 (GMT+7), Professor Sergey Foss, The perfect simulation method for sampling from unknown stationary distribution of Markov's chain.
April 30 16:00 (GMT+7), Doctor Fraser Daly, An introduction to Stein's method for Gaussian approximation
May 7 16:00 (GMT+7), Doctor Fraser Daly, Coupling techniques for Gaussian and exponential approximation by Stein's method
May 14 16:00 (GMT+7), Doctor Fraser Daly, Approximation of geometric sums and Stein's method for Poisson approximation
May 21 16:00 (GMT+7), Doctor Fraser Daly, Coupling techniques for Poisson approximation and monotone dependence