CBMS Regional Conference in the Mathematical Sciences - "Small Deviation Probabilities: Theory and Applications"

University Of Alabama In Huntsville, Huntsville AL

Investigators

Abstract

This award will support an NSF/CMBS regional conference to be held at the University of Alabama in Huntsville in the summer of 2012 on the topic of small deviation probabilities. The principal speaker will be Professor Wenbo Li from the University of Delaware. This award will support 25 participants at different stages of their careers. The conference has three main technical goals: to systematically study the existing techniques and applications related to small deviation probabilities, to develop new methods of estimating small deviation probabilities for Gaussian and related random processes, and to reformulate and investigate problems in other areas of mathematics from the point of view of small deviation probabilities. The conference aims to engage participants from a wide variety of disciplines, including mathematics, engineering, finance, and economics, in a discussion of this timely topic and to attract new researchers and students to the field.