IMA Complex Systems Seminar


2003-2004 Special Year on Probability and Statistics in Complex Systems



1:30 Thursday afternoons

409 Lind Hall


Spring Semester






January 22


Hui Wang

Brown University and IMA

Importance sampling, large deviations, and differential games

January 29


Maury Bramson

University of Minnesota

Application of fluid models to recurrence and central limit theorems of queueing networks

February 5


Wanyang Dai

Department of Mathematics

On the existence and non-sample estimation of stationary densities of semimartingale reflecting Brownian motions

February 12


No Seminar, IMA Workshop

Robustness in Complex Systems

February 19


Zhi-Li Zhang

University of Minnesota

Understanding and Limiting BGP Instabilities

Powerpoint slides

February 26


Jacek Wesolowski

Warsaw Technical University

Conditional moments of q-Meixner processes

March 4


Ilze Ziedins

University of Auckland

Multicasting and phase transitions in tree loss networks

March 11


No Seminar, IMA Workshop

Control and Pricing in Communication

March 18


David McDonald

University of Ottawa

Mean Field Convergence of a rate model of multiple TCP connections through a buffer implementing RED    Slides

March 25


Arkady Khodursky

University of Minnesota

Spatial patterns of transcriptional activity in the chromosome of Escherichia coli

April 1


No Seminar, IMA Short Course

Tools for Modeling and Data Analysis in Finance/Asset Pricing

April 8


Greg Rempala

University of Louisville and IMA

Incomplete U-statistics, random permanents and beyond


April 15


No Seminar IMA Workshop

Risk Management and Model Specifications Issues in Finance

April 22


David Heath

Carnegie Mellon University

Consistency among trading desks

April 29


Rene Carmona

Princeton University

Energy Trading: Mathematical Challenges     slides

May 6


No Seminar IMA Workshop

Model Implementation, Algorithms and Software Issues

May 13


No Seminar IMA Hot Topics Workshop

Compatible Spatial Discretizations for Partial Differential Equations

May 20


Luis Roman

Worcester Polytechnic Institute

A New Measure of Manager’s Performance Based on the “Stochastic Discount Factor”

May 27


No Seminar IMA Workshop

Financial Data Analysis and Applications



Fall Semester







September 24


Fern Hunt


Alignment of biological sequences using a Markov decision process

October 1


No seminar, IMA Workshop

Statistical Methods for Gene Expression: Microarrays and Proteomics

October 8


Michael Newton

University of Wisconsin-Madison and IMA

Randomization test for array-based comparative genomic hybridization

October 15


Stephen Willson

Iowa State University and IMA

Finding supertrees using distance methods

Powerpoint slides

October 22


No seminar

IMA Workshop

IMA/RECOMB Satellite Workshop on Comparative Genomics

October 29


Shmuel Friedland

University of Illinois at Chicago

Missing Value Estimation Methods for DNA Microarrays

November 5


No seminar, IMA Hot Topics Workshop

Agent Based Modeling and Simulation

November 12


Tom Kurtz

University of Wisconsin-Madison

Infinite population models in population genetics

November 19


No seminar, IMA Workshop

Networks and the Population Dynamics of Disease Transmission