Durham Symposia Logo

Durham Cathedral

London Mathematical Society Durham Symposium
Markov Chains
Friday 25th July - Monday 4th August 2003


All lectures take place in room CG93 (the Scarborough lecture theatre) in the Department of Mathematical Sciences on the Science Site. Coffee and Tea are served in CM105. Meals are taken at Grey College.

Saturday 26th July
09:30-10:15M.R. JerrumMixing time and its relation to other Markov chain parameters
10:15-10:45C. LiveraniTransfer operators in dynamical systems (a brief idiosyncratic review of Perron-Frobenius operators theory)
11:45-12:30W. KendallCoupling I: concepts and examples
13:00Lunch - Grey College
14:15-15:15A.D. SokalA personal list of unsolved problems concerning lattice gases and antiferromagnetic Potts models
15:15-16:00M.R. JerrumMixing time and its relation to other Markov chain parameters
16:45-17:15C. LiveraniTransfer operators in dynamical systems (a brief idiosyncratic review of Perron-Frobenius operators theory)
Wine Reception (after dinner)
Sunday 27th July
09:15-10:00W. KendallCoupling II: applications to simulation
10:00-11:00H. CrauelAn Introduction to Random Dynamical Systems
11:45-12:45J. RosenthalStatistics and MCMC
13:00Lunch - Grey College
14:00-15:00C. SchuetteStochastic Approaches to Biomolecular Dynamics
15:00-15:30A.M. StuartApproximation of/by Markov Chains
Monday 28th July
09:00-09:30G.O. RobertsMCMC convergence for hierarchical models
09:30-10:00M.E. DyerMarkov Chains for sampling contingency tables
10:00-10:30J.A. FillSpeeding up the FMMR perfect sampling algorithm: A case study revisited
11:15-12:15C. SchuetteRare events in biomolecular dynamics
11:45-12:15P. TavanEffective stochastic models for the conformational dynamics of peptides in solution extracted from molecular dynamics simulations
12:15-12:45R. KupfermanVariable reduction in heat bath models
13:00Lunch - Grey College
16:30-17:00C. LiveraniStochastic properties of Anosov flows
17:00-17:30S. LuzzatoTopological Markov Chains and Statistical properties of non-uniformly expanding maps
17:30-18:00M. NicolStatistical Properties of Endomorphisms and Compact Group extensions
Tuesday 29th July
09:00-09:30I.M. MacPheeClassification of polling models via semi-martingales - Joint talk with M Menshikov
09:30-10:00P. RobertStochastic Models of Data Transmission in Communication Networks
10:00-10:30H. ThorissonIntuitive Coupling Argument in the Null Recurrent Case
11:15-11:45E.B. DaviesMarkov-type semigroups and pseudospectra.
11:45-12:15W. HuisingaOn the Effects of Fast Degrees of Freedom on Macroscopic Dynamical Behavior
12:15-12:45S.P. MeynSpectral theory and large deviations for Markov processes
13:00Lunch - Grey College
13:50Conference Photograph
16:30-17:00D. TalayExtrapolation methods for stochastic particle systems (joint work in progress with M. Bossy and A. Kohatsu-Higa)
17:00-17:30K. BurdzyTrap domains for reflected Brownian motion
17:30-18:00T. KurtzA complicated representation of a simple branching process
Wednesday 30th July
09:00Outing to Hadrian's Wall & Housesteads Fort and Hexham
20:00Poster session
A. BeskosOne-Shot Coupling From the Past
M. BordewichCounting problems in phylogenetics
C. CotterTBA
B. de SousaExtremal Indices and Geometric Ergodicity of Markov Chains
N.R.H. HansenExcursions for Markov Additive Processes and Biological Sequence Alignment
R. MontenegroTBA
J. RadcliffeTBA
S.R. ShahTBA
J.W. WalterAveraging of Multiscale Systems
Thursday 31st July
09:00-09:30M. CryanRandom Walks on the Vertices of Transportation Polytopes with Constant Number of Sources
09:30-10:00T. LindvallOn a routing problem
10:00-10:30O. HaggstromProbability on bunkbed graphs
11:15-11:45P. AshwinConvergence to local random attractors (joint work with Gunter Ochs, Bremen)
11:45-12:15M. DellnitzOn the identification of macroscopic dynamics
12:15-12:45P. WinklerMixing times and card shuffling
13:00Lunch - Grey College
16:30-17:00R. KannanBlocking Conductance and improved mixing bounds
17:00-17:30E. VigodaA Non-Markovian Coupling for Randomly Sampling Colorings
17:30-18:00N. O'ConnellRepresentations for Random Walks in Weyl Chambers
Friday 1st August
09:00-09:30A. ScottFinding a planted partition in a random graph
09:30-10:00D. WelshProblems in Approximate Counting
10:00-10:30S. ReichUnresolved Gravity Waves in Particle Simulations
11:15-11:45E. BuckwarNoise Induced Oscillation in Solutions of Stochastic Delay Differential Equation
11:45-12:15D WilsonMixing time of the Rudvalis shuffle
12:15-12:45A. VeretennikovMixing for approximation of SDEs
13:00Lunch - Grey College
14:30Cathedral visit
Saturday 2nd August
09:00-09:30P. WibergParameter Estimation for Partially Observed Hypo-Elliptic Diffusions
09:30-10:00B. LeimkuhlerStructured dynamical heat bath models for molecular systems
10:00-10:30P.F. TupperModels of Heat Baths, Long Term Statistics, and Numerical Simulation
11:15-11:45P. DiaconisFastest mixing Markov Chains and convex programming
11:45-12:15E. ThoennesMCMC for random trees and vascular structure
12:15-12:45J. RosenthalOptimal Scaling of Metropolis-Hastings Proposal Distributions
13:00Lunch - Grey College
16:30-17:00P.E. KloedenThe computation of invariant measures of dynamical systems through Markov chains
17:00-17:30Sri NamachchivayaMulti-Scale phenomena in noisy nonlinear mechanical systems
17:30-18:00D. ViswanathRandom Fibonacci sequences and the number $1.13198824...$
19:00Conference Dinner
Sunday 3rd August
09:00-09:30D. AldousRecursive Tree Processes
09:30-10:00H. CrauelStabilization of a reaction-diffusion equation by additive noise
10:00-10:30I. MelbourneA New Test for Chaos
11:15-11:45A. CzumajApplications of convergence bounds for Markov chains to stochastic balls-into-bins processes.
11:45-12:15M.J. LuczakOn the power of two choices: balls and bins in continuous time
12:15-12:45L. GoldbergMarkov chains for sampling colourings
13:00Lunch - Grey College
14:15-14:45J. MattinglyAdaptive methods of long time simulations of stochastic differential equations
14:45-15:15T. ShardlowStochastic PDEs and Spirals
15:15-15:45R. SkeelVariance reduction for random walk calculations of rate constants
Monday 4th August
Departure after breakfast