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Details of Grant 

EPSRC Reference: EP/F029950/1
Title: New Scaling Limits and Other Recent Developments in Probability
Principal Investigator: Kendall, Professor W
Other Investigators:
Hairer, Professor M Warren, Dr J
Researcher Co-Investigators:
Project Partners:
Department: Statistics
Organisation: University of Warwick
Scheme: Standard Research
Starts: 11 March 2008 Ends: 10 July 2008 Value (£): 27,123
EPSRC Research Topic Classifications:
Mathematical Analysis Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:
Panel DatePanel NameOutcome
06 Sep 2007 Mathematics Prioritisation Panel (Science) Announced
Summary on Grant Application Form
New scaling limits appearing in probability (SLE, random matrices, coagulationand fragmentation, SPDE) have already demonstrated their relevance in an impressiverange of theoretical developments and applications. Their internationalrecognition may be best illustrated by the recent award of the Fields medal toWerner for his work on SLE. There is a pressing need for UK probabilists tobe exposed to clear presentations of the emerging theory, since its growth willbe one of the dominant features of early 21st century probability theory, andbecause it is reasonable to expect that these ideas will have a major impacton wide ranges of applied probability as we discover how to exploit the newcapacity for modelling.The proposed workshop will provide strong opportunities for UK researchersto collaborate with experts visiting the workshop. It will also provide a valuablemechanism for researchers with different perspectives coming from the differentareas of expertise to exchange ideas and techniques. We expect this to resultin (a) further UK engagement in developing theory, (b) investigations of newapplications.KeywordsCoagulation and fragmentation, random matrices, Schramm-Loewner evolution,stochastic partial differential equations
Key Findings
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Summary
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Further Information:  
Organisation Website: http://www.warwick.ac.uk