Lectures on Probability and Stochastic Processes

Scope and Goal:

India has a rich and long heritage in Probability Theory and Stochastic Processes. Indian researchers, working both within India and abroad, are making quality contribution to the subject individually as well as collaboratively. To sustain this effort it is imperative to expose the young research scholars of India to the latest techniques and advances in the subject as well as increase the interaction between researchers in India. To achieve this and create collaborative probability groups within India we believe there is a need to have annually organized workshops.

Towards this, Lectures on Probability and Stochastic Processes (LPS), an annual workshop was started in the year 2006. It is designed to have two mini courses on topics of recent interest given by experts in the respective areas. These courses are expected to expose the participants to the important problems being considered in the current literature, as well as the available techniques to work with them. A large audience, which includes research scholars and young PhDs, from different institutes and universities of India, as well as few foreign participants, are invited to the workshop. It is expected that this gathering will initiate collaborative work across different research centres of India. To facilitate this activity, the workshop has sufficient time for sessions, where researchers can pose and discuss problems, which can be of interest to others in the audience.

There is a huge potential of Probability Theory in solving problems from diverse scientific fields such as Statistical Physics, Networking and Electrical Engineering, Financial Mathematics, Mathematical Biology, Genetics, and Computer Science. The workshop tries also to invite people from these fields to initiate fruitful interdisciplinary research work, which can have practical applications outside the domain of Probability Theory.

We are confident that this workshop series will continue to act as a forum to build a strong school of probabilists in India and further our long tradition of strong contributions to the subject.

Organizers:

• Siva Athreya, ISI, Bangalore.
• Antar Bandyopadhyay, ISI, Delhi.
• Krishanu Maulik, ISI, Kolkata.

Upcoming LPS Workshop:

• The Fifth LPS Workshop, December 23 - 27, 2010, ISI, Bangalore

  The fifth meeting will be held at the Indian Statistical Institute, Bangalore in December 2010. The two mini courses will be given by

  • Krishanu Maulik, ISI, Kolkata (On Heavy Tailed Distributions) and
  • S. R. S. Varadhan, Courant Institute of Mathematical Sciences, New York (On Schramm Loewner Evolution).
  Please check this page for more updates later.

Future Plans:

• The Sixth LPS Workshop, December 23 - 27, 2010, ISI, Kolkata

  The sixth meeting will be held at the Indian Statistical Institute, Kolkata in December 2011. The two mini courses will be given by

  • Pablo A. Ferrari, Instituto de Matemática e Estatística, São Paulo, Brazil and
  • Manjunath Krishapur, IISc, Bangalore.
  Please check this page for more updates later.

• The Seventh LPS Workshop, December 20 - 24, 2010, ISI, Kolkata

  The seventh meeting will be held at the Indian Statistical Institute, Delhi in December 2012. There will be two mini courses. The speakers will be announced soon.

  Please check this page for more updates later.

Past LPS Workshops:

• The First LPS Workshop, November 25 - 27, 2006, ISI, Delhi

  In the first meeting which was held at the Indian Statistical Institute, Delhi in November 2006, there were 22 participants. The announcement of the meeting was enthusiastically received by the community. The two mini courses were given by

  • Siva Athreya, ISI, Bangalore (On Random Graphs) and
  • Arup Bose, ISI, Kolkata (On Random Matrices).
  Time being short, funding was provided in part by research grants and institutional funds. Moreover, several participants also chipped in with personal funds to make the meeting a success. By all accounts the participants felt the meeting achieved its goal and it was decided to continue this workshop series.

• The Second LPS Workshop, November 23 - 27, 2007, ISI, Bangalore

  The second meeting was held in Indian Statistical Institute, Bangalore in November, 2007. The two mini courses were given by

  • Antar Bandyopadhyay, ISI, Delhi (On Local Weak Convergence Method) and
  • B. V. Rao, ISI, Kolkata (On Random Energy Models).
  The response this time was even better with 26 participants attending the meeting. The meeting had been extended to a duration of 5 days with a rest day in between, when the participants enthusiastically went to explore the Temple of Keshava at Somnathpura near Bangalore, an unique 11th century temple. This time the travel and the stay of the speakers as well as the participants was covered by a grant from National Board of Higher Mathematics.

• The Third LPS Workshop, November 20 - 24, 2008, ISI, Kolkata

  The third meeting was held at the Indian Statistical Institute, Kolkata in November 2008. The two mini courses was given by

  • Abhay G. Bhatt, ISI, Delhi (On Martingale Problems) and
  • Alain-Sol Sznitman, ETH, Zurich (On Random Walks, Random Interlacements and Random Interfaces).

  The wokshop was quite a success. This time the total number of participants was 40. On the day of the break we took a walk in the historic center of Calcutta and learned its colonial past. This workshop was funded by the National Board of Higher Mathematics and Theoretical Statistics and Mathematics Devision, Indian Statistical Institute.

• The Fourth LPS Workshop, November 20 - 24, 2009, ISI, Delhi

  The fourth meeting was held at the Indian Statistical Institute, Delhi in November 2009. The two mini courses was given by

  • Rahul Roy, ISI, Delhi, (On Some Geometric Aspects of Boolean Models) and
  • Rajesh Sundaresan, IISc, Bangalore (On Information Theory).

  The workshop was a great success with over fifty participants. This time posters were presented by some of the graduate students which was one of the highlight of the event. On the Sunday, November 22, 2009 the group went for a heritage walk through the Sahajanabad area in the Old City of Delhi near the famous Red Fort. The workshop was generously funded by the National Board of Higher Mathematics and Theoretical Statistics and Mathematics Division of Indian Statistical Institute.

Last modified February 4, 2010