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Details of Grant 

EPSRC Reference: GR/S66732/01
Title: Proposed visit by Professor Tomasz Rolski (Wroclaw University, Poland) to the UK
Principal Investigator: Foss, Professor S
Other Investigators:
Zachary, Dr S
Researcher Co-Investigators:
Project Partners:
Department: S of Mathematical and Computer Sciences
Organisation: Heriot-Watt University
Scheme: Standard Research (Pre-FEC)
Starts: 03 May 2004 Ends: 02 August 2004 Value (£): 10,035
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
Communications Financial Services
Related Grants:
Panel History:  
Summary on Grant Application Form
The aim of this proposal is to bring Professor Tomasz Rolski of Wroclaw University, a distinguished mathematician with particular expertise in the probability theory of large deviations, to the UK for a period of two months. During this period Professor Rolski would give a short course on Change of measure technique and its application to light tail asymptotics in queuing and risk theory, rare events and simulation at Heriot-Watt University, and would hold an intensive exchange of ideas with the proposed Investigators and their colleagues as an initial phase of proposed collaboration. He would also visit other UK Institutions to give seminar talks and to hold further scientific discussions with colleagues at those places.
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Summary
Date Materialised
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Further Information:  
Organisation Website: http://www.hw.ac.uk