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Lévy processes, i.e. processes with stationary and independent increments, play an important role in applied probability. They have widespread applications, ranging from insurance and financial mathematics to operation research and even biology. Naser Mohammed Asghari develops numerical techniques to calculate the probability distribution of the running maximum of Lévy processes, and consider a number of specific financial applications. He also proposes a numerical method to optimise the energy consumption of servers handling traffic in a communication network.

Event details of Computational techniques in queueing and fluctuation theory
Date 25 November 2014
Time 14:00 -15:00
Location Agnietenkapel

N. Asghari Computational Techniques in Queueing and Fluctuation Theory.


Prof. M.R.H. Mandjes


Oudezijds Voorburgwal 229 - 231
1012 EZ Amsterdam


This event is open to the public.