Hey, this looks interesting:

The Center for Applied Probability at Columbia University presents the:

14th Annual Applied Probability Day

Friday June 8th, 2007
9:00AM-6:00PM

Room 303
S.W. Mudd Building
500 West 120th Street
Columbia University, New York City

REGISTRATION IS FREE, all are very welcome

SPEAKERS & SCHEDULE:

8:30 – 9:00 Coffee and Danish

9:00-9:15 Opening Remarks, Chris Heyde, Director of CAP

9:15-10:00 Kevin Glazebrook (Lancaster U., UK)

* General Notions of Indexability and Dynamic Allocation of Individuals to Teams Providing Service

10:00-10:45 Jose Blanchet (Harvard U.)

* Rare-event Analysis and Simulation of Heavy-tailed Systems

10:45-11:15 Coffee Break

11:15-12:00 Jim Fill (Johns Hopkins U.)

* A (Minor) Miracle: Diagonalization of a Bose-Einstein Markov Chain

12:00-2:00 Lunch

2:00-2:45 Marco Avellaneda (Courant Institute, NYU)

* Power-Law Price Impact Models and Stock Pinning on Option Expiration Dates

2:45-3:30 Steve Lalley (U. Chicago)

* Spatial Epidemics: Critical Behavior

3:30-4:00 Coffee Break

4:00-4:45 Les Servi (Lincoln Labs, MIT)

* Methods of Maritime Tracking: An Overview from an Applied Probability/Operations Research Perspective

4:45-6:00 Wine and Cheese Reception

For further information please go to our web site: http://www.cap.columbia.edu/