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                                                         Seminar
             Department of Systems Engineering and Engineering Management
                                  The Chinese University of Hong Kong

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Title

:

Quickest Detection Problems

 

 

 

Speaker

:

Prof. Albert Shiryayev

 

 

Steklov Mathematical Institute

 

 

Russian Academy of Sciences, Moscow, Russia

 

 

 

Date

:

May 25th, 2007 (Friday)

 

 

 

Time

:

4:30 p.m. - 5:30 p.m.

 

 

 

Venue

:

Room 513

 

 

William M.W. Mong Engineering Building

 

 

(Engineering Building Complex Phase 2)

 

 

CUHK

 

 

 

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Abstract:
 

We give a panorama of different formulations of the probability-statistical problems of the quickest detection of the spontaneously appearing effects (a disorder, a disruption, a change point) in the observable stochastic processes. Along with the "classical" results new recent results will be presented with formulations of the open problems.


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Biography:
 

Professor Albert Shiryayev is one of the most eminent probabilists of our time. A student of A.N. Kolmogorov, he is the author of 11 books (all of them are classical texts in probability theory and applications) and more than 170 scholarly papers. He is the receipient of many prestigious awards and honors, including Markov Prize of Academy of Science of the USSR, Honoary Fellow of the Royal Statistical Society, Member of the Academia Europea, and Kolmogorov Prize of the Russian Academy of Sciences. He was the President of the Bernoulli Society, the President of the Auctarial Society of Russia, and the President of the Bachelier Finance Society. He has supervised 55 PhD studnets, many of them are now leading figures in their areas.


************************* ALL ARE WELCOME ************************

 

 

 

Host

:

Prof. Xun Yu Zhou

Tel

:

(852) 2609-8320

Email

:

xyzhou@se.cuhk.edu.hk

 

 

 

Enquiries

:

Bolin Ding or Jeffrey Xu Yu

 

:

Department of Systems Engineering and Engineering Management

 

 

CUHK

Website

:

http://www.se.cuhk.edu.hk/~seg5810

Email

:

seg5810@se.cuhk.edu.hk

 

 

 

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