PROGRAM OF  THE AUTUMN SCHOOL

“STOCHASTIC PROCESSES AND APPLICATIONS”

Morning: lectures; Afternoon: seminars.

Calendar lectures will be continued updates.

Week 1

Tuesday (1/10)

 + 9:00 – 9:30: Registration

 + 9:30 – 11:30: Markov processes  (Prof. Nguyen Huu Du)

Wednesday (2/10):  9:30 – 11:30: Stochastic inequalities (Dr. Le Van Thanh)

Friday (4/10):  9:30 – 11:30: Stochastic inequalities (Dr. Le Van Thanh)

Friday (4/10): 14:00 – 16:00: Markov processes (Prof. Nguyen Huu Du)

Week 2

Tuesday (8/10), 9:30 – 11:30: Diffusion processes (Prof. Nguyen Huu Du)

Wednesday (9/10),  9:30 – 11:30: Stochastic inequalities (Dr. Le Van Thanh)

Thursday (10/10), 9:30 –11:30: Diffusion processes (Prof. Nguyen Huu Du)

Friday (11/10), 9:30 – 11:30: Stochastic inequalities (Le Van Thanh)

Working seminar

Monday (7/10)

+ 9:30 – 11:30: Decomposition of distributions and some related problems. (Nguyen Ngoc Huy)

+ 14:00 – 16:00: A new type of strong law of large numbers. (Le Dang Thi)

Tuesday (8/10), 14:00 – 16:00: Discussion on 0-1 Kolmogorov law. (Nguyen Ngoc Tu)

Wednesday (9/10), 14:00 – 16:00: Relationship between tail probability and moment. (Nguyen Thi Thuy)

Thurday (10/10), 14:00 – 16:00: Random sums and applications. (Nguyen Thi Thanh Hien)

Week 3

Tuesday (15/10), 9:30 – 11:30: Central limit theorem (Le Van Thanh)

Wednesday (16/10),  9:30 – 11:30: Diffusion processes (Nguyen Huu Du)

Thursday (17/10), 9:30 –11:30: Central limit theorem (Le Van Thanh)

Friday (18/10), 14:00 – 16:00: Diffusion processes (Nguyen Huu Du)

Working seminar

Tuesday (15/10), 14:00 – 16:00: Characteristic function, moment generating function and some related problems – Part I. (Trinh Hoai Nam)

Wednesday (16/10), 14:00 – 16:00: The Kolmogorov existence theorem. (Le Van Thanh)

Thursday (17/10), 14:00 – 18:00: Non-normal approximation by Stein’s method. (Nguyen Ngoc Tu)

Friday (18/10), 09:30 – 11:30: Characteristic function, moment generating function and some related problems – Part II. (Nguyen Thi Thuy)

Week 4

Tuesday (22/10), 9:30 – 11:30: Central limit theorem (Le Van Thanh)

Wednesday (23/10),  9:30 – 11:30: Central limit theorem (Le Van Thanh)

Wednesday (23/10), 14:00 –16:00: Diffusion processes (Nguyen Huu Du)

Friday (25/10), 9:30 – 11:30: Diffusion processes (Nguyen Huu Du)

Working seminar

Monday (21/10), 09:00 – 12:00: Stein’s method and random character ratios. (Trinh Hoai Nam). Venue: Room 4, A14 Building, Hanoi Institute of Mathematics

Tuesday (22/10), 14:00 – 16:00: Exchangeable pairs and Stein’s method. (Le Van Thanh)

Thursday (24/10), 09:00 – 12:00: Non-normal approximation by Stein’s method. (Nguyen Ngoc Tu)

Friday (25/10), 14:00 – 18:00: Characteristic function, moment generating function and some related problems – Part III. (Nguyen Thi Thuy)

Week 5

Working seminar

Monday (28/10), 09:00 – 12:00: Remarks on conditional expectation. Part 1 (Đỗ Đại Chí). Venue: Room 4, A14 Building, Hanoi Institute of Mathematics

Tuesday (29/10):

+ 9:00-12:00: Normal approximations for random character ratios. (Trình Hoài Nam)

+ 14:00-18:00: Normal approximations for random character ratios. (Trình Hoài Nam)

Wednesday (30/10), 09:00 – 12:00: Remarks on conditional expectation. Part 2 (Đỗ Đại Chí)