| EPSRC Reference: |
EP/T027819/1 |
| Title: |
Lévy Processes and Random Walks: a workshop in celebration of Ron Doney's 80th birthday |
| Principal Investigator: |
Denisov, Dr D |
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| Department: |
Mathematics |
| Organisation: |
University of Manchester, The |
| Scheme: |
Standard Research |
| Starts: |
23 October 2020 |
Ends: |
22 January 2022 |
Value (£): |
15,316
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
This is an application for partial funding for a 3-day research workshop in probability entitled Lévy processes and random walks: A workshop in celebration of Ron Doney's 80th birthday held at the University of Manchester, 21 July to 23 Julyl 2020.
A random walk is a discrete time stochastic process with independent increments. It is a fundamental model in Probability Theory and was studied in its early days as sums of independent random variables. The classical Law of Large Numbers and Central Limit Theorem form the base of Probability and Statistics. Lévy processes are a continuous time analogue of random walks. The most well-known examples of Lévy processes are Brownian motion and the Poisson process which appear throughout Probability Theory. Both random walks and Lévy processes have numerous applications not only in Probability but in other areas of mathematics, physics, biology and other sciences.
The workshop marks the 80th birthday of Professor Ron Doney, who is one of the world leading experts in this area. This occasion will bring twenty four invited talks from the leading experts in this area. The UK traditionally has a very strong representation in the area of Lévy processes and random walks and seven of these talks will be given by UK-based academics. Our workshop focuses on the new developments in this area and applications to other of research including mathematical biology and risk, finance and insurance. Alongside the talks there will be opportunities for PhD students and early career researchers to present their work at a poster session.
The meeting will benefit UK mathematics by enhancing interactions between UK and international experts on recent developments and future directions in random walks and Lévy processes. Particular emphasis is placed on the participation of female academics and early career researchers.
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.man.ac.uk |