报告题目： 
分布不确定下的中心
极限定理和大数定理及金融风险度量与控制（应用所系列报告13） 
报
告 人： 
彭实戈
院士 (山东大学 ) 
时间地点： 
2008年12月29日上午9:00
思源楼712室 
摘 要： 


报告题目： 
Improving
semiparametric estimation using surrogate data（应用所系列报告11） 
报
告 人： 
Prof.
Song Xi Chen (Department of Statistics, Iowa State University
Guanghua School of Management, Peking University ) 
时间地点： 
2008年12月25日下午4:00
思源楼712室 
摘 要： 
This paper considers
estimating a parameter $\beta$ that defines an estimating
function $U(y,x, \beta)$ for an outcome variable $y$ and its
covariate $x$ when the outcome is missing in some of the observations.
We assume that, in addition to the outcome and the covariate,
a surrogate outcome is available in every observation. Rectly
specifying the conditional expectation of $U$ given the surrogate
and the covariate. When the conditional expectation is not
correctly specified, which is the most likely scenario in
practice, the estimation efficiency can be severely compromised
even if the propensity function (of missingness) is correctly
specified. We propose an estimator that is robust against
the choice of the conditional expectation via an empirical
likelihood. We demonstrate that the proposed estimator achieves
efficiency gain whether the conditional score is correctly
specified or not. When the conditional score is correctly
specified, the estimator reaches the semiparametric variance
bound within the class of estimating functions generated by
$U$. The practical performance of the estimator is evaluated
using simulation and a dataset based on the 1996 U.S. presidential
election.


报告题目： 
Serrin
type regularity criterion and singularity for the nonNewtonian
flow（应用所系列报告12） 
报
告 人： 
Prof.
HyeongOhk Bae (Ajou University, Korea ) 
时间地点： 
2008年12月25日下午3:00
思源楼712室 
摘 要： 
We find a regularity
criterion for the Ostwaldde Waele models like Serrin's condition
to the NavierStokes equations. Moreover, we show short time
existence and estimate the Hausdorff dimension of the set
of singular times for the weak solutions .


报告题目： 
On
equivalent notions of harmonicity（应用所系列报告10） 
报
告 人： 
Prof.
ZhenQing Chen (Department of Mathematics University of Washington
, USA) 
时间地点： 
2008年12月24日上午8:30
思源楼712室 
摘 要： 
It is well known
that a classical harmonic function (with respect to the Laplacian
operator) can be characterized analytically and probabilistically.
Recently there are interests resulting from several areas
of mathematics in knowing whether the above two notions of
harmonicity remain equivalent in a more general context, such
as for diffusions on fractals and for discontinuous processes
including symmetric L\'evy processes. For instance, due to
their importance in theory and in applications, there has
been intense interest recently in studying discontinuous processes
and nonlocal (or integrodifferential) operators, by both
analytical and probabilistic approaches.
In this talk, we will discuss the equivalence of the analytic
and probabilistic notions of harmonicity in the context of
general symmetric Hunt processes on locally compact separable
metric spaces. Extensions to general symmetric right processes
on Lusin spaces including infinite dimensional spaces will
be mentioned at the end if time permits .


报告题目： 
Stochastic
heat equation driven by fractional Brownian motion and local
time 
报
告 人： 
Prof.
Yaozhong Hu (美国Kansas大学) 
时间地点： 
2008年12月24日上午9:30
思源楼712室 
摘 要： 
This talk concerns
with the classical mild solution of stochastic partial differential
equation driven by fractional noises. We represent the L^p
norm of the solution by intersection local time and use this
relation to study the solution. The tool is the welknown
FeynmanKac formula.


报告题目： 
随机矩阵理论及大维
数据分析（应用所系列报告9） 
报
告 人： 
白志东
教授 (新加坡国立大学统计与应用概率系) 
时间地点： 
2008年12月15日下午4:00
思源楼712室 
摘 要： 
该报告将介绍随机矩阵的主要成果以及在大维数据分析中的应用.


报告题目： 
Portfolio
Selection with Proportional Transaction Costs: Theory and Computation 
报
告 人： 
Dr.Min
Dai (National University of Singapore) 
时间地点： 
2008年12月11日下午3:30
思源楼712室 
摘 要： 
We are concerned
with the finite horizon portfolio selection with transaction
costs, which is a singular stochastic control problem. Relying
on a PDE approach, we proved that the problem can be reduced
to a parabolic double obstacle problem through which the behaviors
of the free boundaries can be completely characterized. Our
approach essentially indicates a connection between singular
control and optimal stopping, which had never been revealed
for the present problem before..


报告题目： 
Optimal
Anticipative Stopping 
报
告 人： 
Prof.
Yaozhong Hu (美国Kansas大学) 
时间地点： 
2008年12月11日下午2:30
思源楼712室 
摘 要： 
We study optimal
stopping problems for some functionals of Brownian motion
in the case when the decision whether or not to stop before
(or at) time $t$ is allowed to be based on the $\delta$advanced
information ${\cal F}_{t+\delta}$, where ${\cal F}_s$ is the
$\sigma$algebra generated by Brownian motion up to time $s$,
$s\ge \delta$, $\delta>0$ being a fixed constant. Our
approach involves the forward integral and the Malliavin calculus
for Brownian motion .


报告题目： 
Some
recent results on partially hyperbolic systems（应用所系列报告8） 
报
告 人： 
夏志宏
教授 (美国西北大学数学系 Arthur and Gladys Pancoe讲座教授) 
时间地点： 
2008年12月4日下午3:00
晨兴数学中心110室 
摘 要： 
We present several
results on partially hyperbolic dynamical systems, particularly
the ones with lower center dimensions. These results include:
continuity of topological entropy, abundance of pathological
foliations and entropy conjecture for systems with one dimensional
center. One of the key ingredients in these results is a new
class of topological invariants we introduced for invariant
foliations.


报告题目： 
千禧数学难题和Yang－Mills理论 
报
告 人： 
戴元本院士(理论物理研究所) 
时间地点： 
2008年11月26日上午9:30
思源楼703 
摘 要： 
.


报告题目： 
Statistical
Challenges in Workforce Management for LaborIntensive Service
Systems 
报
告 人： 
Prof.
Haipeng Shen (Statistics & Operations Research, UNCCH） 
时间地点： 
2008年10月29日上午11:00
思源楼712 
摘 要： 
Service operations,
such as Telephone Call Centers or Emergency Departments in
hospitals, are traditionally analyzed as queueing systems
using mathematical queueing models. Recently, statisticians
started to supplement these mathematical models with theoreticallyinteresting
and practicallyrelevant statistical analysis. This is enabled
by the availability of transactionlevel (or callbycall)
data bases, such as those housed at the Technion's SEE laboratory.
In this talk, I shall focus on call centers data. Operationally,
the service process in such call centers can be decomposed
into three fundamental components: arrivals, customer abandonment,
and service durations. Each component has a different mathematical
structure, which requires a different style of statistical
analysis. I shall discuss several new methodologies that have
been developed for the analysis of such callbycall data.
Empirical analysis of the data has validated in some cases,
and refuted in others, the applicability of existing queueing
models to callcenter operations. This has stimulated the
development of further models that capture previously unaccountedfor
phenomena, such as arrivalrate uncertainty and server heterogeneity.
I shall also present some ongoing research aiming at addressing
such phenomena.


报告题目： 
QED
Services: Quality and EfficiencyDriven Call Centers 
报
告 人： 
Prof.
Avishai (Avi) Mandelbaum (Industrial Engineering & Management,
Technion） 
时间地点： 
2008年10月29日上午10:00
思源楼712 
摘 要： 
Through examples
of Service Operations, with a focus on Telephone Call Centers,
I review empirical findings that motivate or are motivated
by (or both) interesting research questions. These findings
give rise to features that are prerequisites for useful service
models, for example customers' (im)patience, timevarying
demand, heterogeneity of customers and servers, overdispersion
in Poisson arrivals, generallydistributed (as opposed to
exponential) service and patiencedurations, and more. Empirical
analysis also enables validation of existing models and protocols,
either supporting or refuting their relevance and robustness.The
mathematical framework for my models is asymptotic queueing
theory, where limits are taken as the number of servers increases
indefinitely, in a way that maintains a delicate balance against
the offeredload. Asymptotic analysis reveals an operational
regime that achieves, under already moderate scale, remarkably
high levels of both service quality and efficiency. This is
the QED Regime, discovered by Erlang and characterized by
Halfin & Whitt. (QED = Quality and EfficiencyDriven).My
main datasource is a unique repository of callcenters data,
designed and maintained at the Technion's SEE Laboratory.
(SEE = Service Enterprise Engineering). The data is unique
in that it is transactionbased: it details the individual
operational history of all the calls handled by the participating
call centers. (For example, one source of data is a network
of 4 call centers of a U.S. bank, spanning 2.5 years and covering
about 1000 agents; there are 218,047,488 telephone calls overall,
out of which 41,646,142 where served by agents, while the
rest were handled by answering machines.) To support data
analysis, a universal datastructure and a friendly interface
have been developed, under the logo DataMOCCA = Data MOdels
for Call Centers Analysis. (I shall have with me DataMOCCA
DVD's for academic distribution.).


报告题目： 
Gravitational
Self Force via Field Theory Methods 
报
告 人： 
Prof.
Bei Lok Hu (Department of Physics, University of Maryland, USA） 
时间地点： 
2008年9月23日上午9:00
思源楼712 
摘 要： 
.


报告题目： 
Joint
Dynamic Pricing of Multiple Perishable Products under Consumer
Choice (应用所系列报告7) 
报
告 人： 
Prof.
Susan H. Xu (Department of Supply Chain and Information Systems
Smeal College of Business, Penn State University ） 
时间地点： 
2008年9月26日上午10:30
思源楼703 
摘 要： 
In response to
competitive pressures, firms are increasingly adopting revenue
management opportunities afforded by advances in information
and communication technologies. Motivated by applications
in industry, we consider a dynamic pricing problem facing
a firm that sells given initial inventories of multiple substitutable
and perishable products over a finite selling horizon. In
these applications, since individual product demands are linked
through consumer choices,the seller must formulate a joint
dynamic pricing strategy while explicitly incorporating consumer
behavior. For a general model of consumer choice, we model
this multiproduct dynamic pricing problem as a stochastic
dynamic program and characterize its optimal prices. In addition,
since consumer behavior depends on the nature of product differentiation,
we specialize the general choice model to capture vertical
and horizontal differentiation. When products are vertically
differentiated, our results show monotonicity properties of
the optimal prices and reveal that the optimal prices can
be determined by considering aggregate inventories of products
rather than their individual inventory levels. Accordingly,
we develop a polynomialtime exact algorithm for determining
the optimal prices. When products are horizontally differentiated,
we find that analogous structural properties do not hold and
the behavior of optimal prices is substantially different.
To solve this problem, we develop a variant of the backward
induction algorithm that uses cubic spline interpolation to
construct the value functions at each stage. We demonstrate
that this interpolationbased algorithm has low memory requirements
and is very effective in generating nearoptimal solutions
that result in an average error of less than 0.15%.
报告人简介：
Dr. Xu received
her Ph.D degree in Operations Research and Statistics from
Rensselaer Polytechnic Institute in 1987, and joined the Faculty
of Smeal College of Business at Pennsylvia State University
in 1987. Currently, Dr. Xu is Professor of Management Science
and Supply Chain Management at Penn State. She had served
as the Chair of the Intercollege DualTitle Degree Graduate
Program in Operations Research at Penn State University from
19982007. Dr. Xu's primary research interests are centered
on design, performance evaluation, simulation and optimization
of stochastic operating systems and their applications in
supply chain management and service systems, telecommunication,
information technology, and reliability. In particular, she
is interested in production and inventory systems, queueing
theory, Markov decision processes, reliability systems, and
stochastic ordering. Dr. Xu serves as Associate Editor of
Operations Research, IEEE Trans on Reliability and Probability
in Engineering and Informational Sciences. She also serves
as Senior Editor of Journal of Flexible Services and Manufacturing.
.


报告题目： 
The
UmovWeylFockLorenz transformations and special relativity
triple 
报
告 人： 
郭汉英
教授 (理论物理所） 
时间地点： 
2008年9月11日上午9:30
思源楼712 
摘 要： 
.


报告题目： 
Control
of queueing networks using fuid approximations and infinite
virtual queues 
报
告 人： 
Prof.
Gideon Weiss (Department of Statistics The University of Haifa
Israel） 
时间地点： 
2008年8月26日上午10:30
思源楼1013 
摘 要： 
I will talk about
three recent papers, which are joint work with my students
Anat Kopzon and Yoni Nazarathy, in which we use the ideas
of fluid approximation and of infinite virtual queues for
the control of multiclass queueing networks.In the first
paper we describe an asymptotically optimal method for the
control of a multiclass queueing network over a finite time
horizon. The method works in three steps: We approximate the
discrete stochastic queueing network by a continuous deterministic
fluid network and formulate a fluid control problem. We solve
it using an algorithm for the solution of separated continuous
linear programs. The fluid solution consists of piecewise
constant flow rates, and in each interval there are some empty
and some nonempty fluid queues. We next model each interval
as a queuing network with infinite virtual queues, where the
empty fluid queues are modeled by nonnegative standard queues
and the nonempty fluid queues are modeled by infinite virtual
queues, which have unlimited supply of work, and which have
a nominal out flow rate given by the fluid solution. Finally
we use an adaptation of the maximum pressure policy of Dai
and Lin to schedule the stochastic discrete queueing network
so as to track the fluid solution. This method is asymptotically
optimal: if we scale up the number of jobs and speed up the
processing rates accordingly, the solution will converge to
optimal. We will illustrate this method through an example
of finite horizon control of a simple reentrant line. In
papers 2,3 we consider a Push Pull queueing network which
is an infininite supply of work version of the KumarSeidman
RybkoStolyar network. Because each server has in nite supply
of work, the servers need never idle, so the system works
at the service intensity one. We describe policies which can
achieve this full utilization, and yet be stable. We obtain
detailed steady state behavior for some of these policies
in the memoryless processing case. We also obtain fluid and
diffusion approximations and prove Harris recurrence in the
general renewal processing case. We contrast the behavior
of this system with the behavior of the KSRS system, which
becomes congested in heavy traffic.


报告题目： 
Portfolio
Optimization Problems with Jump Processes 
报
告 人： 
Prof.
Dr. Ulrich Rieder (University of Ulm Institute of Optimization
and Operations Research） 
时间地点： 
2008年8月7日上午10:00
思源楼1013 
摘 要： 
We consider financial
markets where asset prices are modeled by piecewise deterministic
Markov processes which form a general class of nondiffusion
processes. Using an embedding procedure, it is shown how portfolio
optimization problems can be solved by looking at discretetime
contracting Markov decision processes. The aim of the talk
is to demonstrate that this point of view has a number of
advantages, in particular as far as computational aspects
are concerned.


报告题目： 
Numerical
Simulation for Rotating BoseEinstein Condensate 
报
告 人： 
Prof.
Weizhu Bao (Department of Mathematics National University of
Singapore） 
时间地点： 
2008年7月9日（周三）下午4:00
思源楼703 
摘 要： 
In this talk,
we present efficient and stable numerical methods to compute
ground states and dynamics of BoseEinstein condensates (BEC)
in a rotational frame. As preparatory steps, we take the 3D
GrossPitaevskii equation (GPE) with an angular momentum rotation,
scale it to obtain a fourparameter model and show how to
reduce it to 2D GPE in certain limiting regimes. Then we study
numerically and asymptotically the ground states, excited
states and quantized vortex states as well as their energy
and chemical potential diagram in rotating BEC. Some very
interesting numerical results are observed. Finally, we study
numerically stability and interaction of quantized vortices
in rotating BEC. Some interesting interaction patterns will
be reported. This talk is based on joint work with Qiang Du,
Peter Markowich, Hanquan Wang and Yanzhi Zhang. .


报告题目： 
Dynamic
Pricing and Capacity Control (供应链系列报告) 
报
告 人： 
Dr.
Liu Fang (美国DUKE大学 ） 
时间地点： 
2008年7月30日、8月1日、3日、5日上午11:00
思源楼704 
摘 要： 


报告题目： 
Numerical
Simulation for Rotating BoseEinstein Condensate 
报
告 人： 
Prof.
Weizhu Bao (Department of Mathematics National University of
Singapore） 
时间地点： 
2008年7月9日（周三）下午4:00
思源楼703 
摘 要： 
In this talk,
we present efficient and stable numerical methods to compute
ground states and dynamics of BoseEinstein condensates (BEC)
in a rotational frame. As preparatory steps, we take the 3D
GrossPitaevskii equation (GPE) with an angular momentum rotation,
scale it to obtain a fourparameter model and show how to
reduce it to 2D GPE in certain limiting regimes. Then we study
numerically and asymptotically the ground states, excited
states and quantized vortex states as well as their energy
and chemical potential diagram in rotating BEC. Some very
interesting numerical results are observed. Finally, we study
numerically stability and interaction of quantized vortices
in rotating BEC. Some interesting interaction patterns will
be reported. This talk is based on joint work with Qiang Du,
Peter Markowich, Hanquan Wang and Yanzhi Zhang. .


报告题目： 
gConvex
Function, Jensen's Inequality for gExpectation and Backward
Stochastic Viability Property 
报
告 人： 
贾广岩
教授(山东大学数学院） 
时间地点： 
2008年7月30日下午3:00
思源楼703 
摘 要： 
A real valued
function defined on R is called g–convex if it satisfies the
following “generalized Jensen’s inequality” under a given
gexpectation, i.e., h(Eg[X]) ≤ Eg[h(X)], for all random variables
X such that both sides of the inequality are meaningful. We
will give a necessary and sufficient condition for a C2function
being gconvex. We also studied some more general situations.
We also studied gconcave and gaffine functions.


报告题目： 
Numerical
Simulation for Rotating BoseEinstein Condensate 
报
告 人： 
Prof.
Weizhu Bao (Department of Mathematics National University of
Singapore） 
时间地点： 
2008年7月9日（周三）下午4:00
思源楼703 
摘 要： 
In this talk,
we present efficient and stable numerical methods to compute
ground states and dynamics of BoseEinstein condensates (BEC)
in a rotational frame. As preparatory steps, we take the 3D
GrossPitaevskii equation (GPE) with an angular momentum rotation,
scale it to obtain a fourparameter model and show how to
reduce it to 2D GPE in certain limiting regimes. Then we study
numerically and asymptotically the ground states, excited
states and quantized vortex states as well as their energy
and chemical potential diagram in rotating BEC. Some very
interesting numerical results are observed. Finally, we study
numerically stability and interaction of quantized vortices
in rotating BEC. Some interesting interaction patterns will
be reported. This talk is based on joint work with Qiang Du,
Peter Markowich, Hanquan Wang and Yanzhi Zhang. .


报告题目： 
Interplays
between Markov processes and Gaussian processes (应用所系列报告6) 
报
告 人： 
Prof.
Wenbo Li (University of Delaware, USA） 
时间地点： 
2008年7月2830日上午10:30
思源楼1013 
摘 要： 


报告题目： 
Lagrangian
methods for nonlnear semidefinite optimization 
报
告 人： 
张立卫
教授 (大连理工大学） 
时间地点： 
2008年7月24日上午11:00
思源楼703 
摘 要： 


报告题目： 
A
NewtonCG Augmented Lagrangian Method for Semidefinite Programming 
报
告 人： 
孙德峰
教授 (National University of Singapore） 
时间地点： 
2008年7月24日上午10:00
思源楼703 
摘 要： 


报告题目： 
Numerical
Simulation for Rotating BoseEinstein Condensate 
报
告 人： 
Prof.
Weizhu Bao (Department of Mathematics National University of
Singapore） 
时间地点： 
2008年7月9日（周三）下午4:00
思源楼703 
摘 要： 
In this talk,
we present efficient and stable numerical methods to compute
ground states and dynamics of BoseEinstein condensates (BEC)
in a rotational frame. As preparatory steps, we take the 3D
GrossPitaevskii equation (GPE) with an angular momentum rotation,
scale it to obtain a fourparameter model and show how to
reduce it to 2D GPE in certain limiting regimes. Then we study
numerically and asymptotically the ground states, excited
states and quantized vortex states as well as their energy
and chemical potential diagram in rotating BEC. Some very
interesting numerical results are observed. Finally, we study
numerically stability and interaction of quantized vortices
in rotating BEC. Some interesting interaction patterns will
be reported. This talk is based on joint work with Qiang Du,
Peter Markowich, Hanquan Wang and Yanzhi Zhang. .


报告题目： 
Ergodicity
for GI/G/1 Type Markov Chain 
报
告 人： 
Dr.
Yiqiang Q. Zhao (School of Mathematic and Statistics Carleton
University ）（应用所系列报告5） 
时间地点： 
2008年7月8日（周一）上午10:30
思源楼703 
摘 要： 
In this talk,
we introduce various necessary and sufficient conditions for
Markov chains of GI/G/1 type with finite blocks. We also provide
an iff condition for the Markov chain to be geometric ergodic,
which is equivalent to the condition for the stationary distribution
to be lighttailed. Furthermore, we provide a necessary and
sufficient condition for doubly M/G/1 type Markov chains with
infinite blocks to be ergodic.


报告题目： 
NoHoldback
Allocation Rules for ContinuousTime AssembletoOrder Systems 
报
告 人： 
Dr.
Yao Zhao (Supply Chain Management and Marketing Sciences at
Rutgers Business School, Rutgers University  the State University
of New Jersey） 
时间地点： 
2008年7月9日（周三）上午10:30
思源楼703 
摘 要： 
We consider continuousreview,
multiproduct assembletoorder (ATO) systems with positive
replenishment lead times under basestock replenishment policies.
Specifically, we focus on the effectiveness of a class of
dynamic component allocation rules, termed noholdback (NHB)
rules. Under these rules, a product demand is backordered
if and only if at least one of its required components is
out of stock. We show that under certain product and cost
structures, the NHB rules outperform all possible allocation
rules at minimizing systemwide average inventory and backorder
cost. We also develop tools to evaluate key system performance
measures under NHB rules. For systems that exhibit certain
materialflow topologies, we obtain exact performance expressions.
For general systems, we obtain performance bounds and approximations.
Finally, we show that while NHB rules always outperform the
commonly used FIFO allocation rule on the immediate fill rates,
it may underperform FIFO on fill rates within a specific time
window.
简历：
Dr. Yao Zhao is an associate professor of Supply Chain Management
and Marketing Sciences at Rutgers Business School, Rutgers
University  the State University of New Jersey. He holds
a Ph.D. degree in Industrial Engineering and Management Sciences
from Northwestern University, Evanston. He was a visiting
professor at Fuqua School of Business, Duke University, and
a visiting scholar at MIT Operations Research Center.
Dr. Zhao's current research interests lie in supply chain
management with a focus on control, design and integration
of stochastic productioninventory systems. He has published
papers in journals like Operations Research, Manufacturing
& Service Operations Management, IEEE Transactions of
Automatic Control and Naval Research Logistics. He is the
recipient of Honorable Mention of the 2001 student paper competition
in Manufacturing & Service Operations Management. In 2008,
he receives an National Science Foundation (NSF) CAREER Award
on a project that integrates supply chain management and project
management.
Dr. Zhao teaches core operations management and supply chain
management courses for undergraduate, MBA, executive and PhD
programs at Rutgers Business School. Prior to joining Rutgers,
he taught at Northwestern University School of Engineering.
Dr. Zhao has collaborated with Estee Launder Companies Inc.
in the areas of forecasting and inventory control for new
product introduction, and with General Motors on spare part
operations.


报告题目： 
Boundary
Harnack principle for Levy Processes 
报
告 人： 
Prof.
Panki Kim (Assistant Professor Seoul National University） 
时间地点： 
2008年6月27日（周五）下午3:00
思源楼703 
摘 要： 
Boundary Harnack
principle is one of the most important result in Potential
theory. In this talk, we discuss about Boundary Harnack principle
for a large class of Levy processes. Even though boundary
Harnack principle is not true for some simple Levy processes,
it is true for a large class of subordinate Brownian motion,
including mixtures of symmetric stable processes, in bounded
$\kappa$fat open set (disconnected analogue of John domains).
As an application of the boundary Harnack principle, we identify
the Martin boundary and the minimal Martin boundary of bounded
$\kappa$fat open sets with respect to these processes with
their Euclidean boundary. This talk is based on a joint work
with Renming Song and Zoran Vondracek
.


报告题目： 
Bayesian
Latent Cure Rate Marker Model for Survival Data（应用所系列报告4） 
报
告 人： 
Prof.
MingHui Chen (Department of Statistics, University of Connecticut,Storrs,
CT 06269, USA） 
时间地点： 
2008年6月25日（周三）上午10:00
思源楼712 
摘 要： 
We propose a new
mixture model via latent cure rate markers for survival data
with a cure fraction. In the proposed model, the latent cure
rate markers are modeled via a multinomial logistic regression.
The proposed model assumes that the patients may be classified
into several risk groups based on their cure fractions. Based
on the nature of the proposed model, a posterior predictive
algorithm is developed to classify patients into different
risk groups. Compared to several existing competing cure rate
models, the proposed model fits the data better based on the
logarithm of pseudomarginal likelihood (LPML) measure. In
addition, we develop efficient Markov Chain Monte Carlo algorithms
for carrying out Bayesian computation. A real data set from
a prostate cancer clinical trial is analyzed in detail to
further demonstrate the proposed methodology.


报告题目： 
History
and Current Development of Bayesian Analysis（应用所系列报告3） 
报
告 人： 
Prof.
MingHui Chen (Department of Statistics, University of Connecticut,Storrs,
CT 06269, USA） 
时间地点： 
2008年6月24日（周二）上午10:00
思源楼712 
摘 要： 
In this talk,
an introductory tour to Bayesian analysis will be given.The
history of Bayesian statistics and the current development
of Bayesian approaches will be visited. The outline of the
talk are given as follows:
1. Introduction
2. Three Types of Statistical Inferences
3. Prior Elicitation
4. Bayesian Model Comparison and Assessment
5. Bayesian Software
6. Bayesian Approaches in FDA
7. Concluding Remarks.


报告题目： 
Stochastic
Scalar Conservation Law

报
告 人： 
Dr.
Jin Feng (Department of Math., University of Kansas） 
时间地点： 
2008年6月19日（周四）下午3:30
思源楼703 
摘 要： 
We will extend
Kruzkov's idea of entropic solution and ideas from others
on Young measures/compensated compactness to a stochastic
setting. The uniqueness result applies to any spatial dimension.
The existence theory is limited to 1D only at this point.


报告题目： 
Holder
Continuity of superprocesses under a stochastic flow 
报
告 人： 
Prof.
Jie Xiong(University of Tennessee and Hebei Normal University） 
时间地点： 
2008年6月19日（周四）下午2:30
思源楼703 
摘 要： 
For a superprocess
under a stochastic flow in one dimension, we prove that it
has a density with respect to the Lebesgue measure. A stochastic
partial differential equation is derived for the density.
The regularity of the solution is then proved by using Krylov's
$L_p$theory for linear SPDE. This talk is based on a joint
paper with Mueller and Lee.


报告题目： 
Performance
Analysis of a Queue with CongestionBased Staffing Motivated
by the Waiting Line at the USCanada Border Crossings

报
告 人： 
Prof.
Zhe George Zhang (Dept. of Decision Sciences, Western Washington
University, USA and Faculty of Business Administration, Simon
Fraser University, Canada） 
时间地点： 
2008年6月12日（周四）下午3:00
晨兴数学中心110 
摘 要： 
In this research,
we study waiting line problems at the bordercrossings between
the U.S. and Canada. To evaluate a practical staffing policy,
we develop an analytical model to compute the important performance
measures. The policy is called "congestion based staffing"
or CBS, because the number of open inspection booths is adjusted
according to the queue length during each planning period.
Our analysis is based on the matrixgeometric solution, the
regeneration cycle, and the fluid approximations. With a certain
cost structure, we provide a numerical search approach to
determine the best CBS policy for bordercrossing stations.
Under certain conditions, we can obtain the closeform solution
for the optimal policy parameters and prove the convexity
of the average cost function. The model also applies to other
similar queueing settings with security concerns and the production/inventory
systems. The directions of future studies are outlined.
http://www.cbe.wwu.edu/zhang/zhang.htm


报告题目： 
Sharp
twosided heat kernel estimates for Dirichlet fractional Laplacians
and other discontinuous processes 
报
告 人： 
Prof.
Renming Song (University of Illinois） 
时间地点： 
2008年6月6日（周五）下午3:30
思源楼703 
摘 要： 
The heat kernel
for Dirichlet fractional Laplacian $(\Delta)^{\alpha/2}_D$,
$\alpha\in (0, 2)$, with zero exterior condition is the transition
density of a symmetric $\alpha$stable process killed upon
exiting $D$. In this talk, I will present recent results on
sharp twosided estimates for the heat kernel of the Dirichlet
fractional Laplacian in $C^{1, 1}$ open sets. I will also
present results on the estimates of transition density of
other related processes. This talk is based on two joint papers
with ZhenQing Chen and Panki Kim.


报告题目： 
The
mob (2k+1)orientations of graphs 
报
告 人： 
Prof.
Lai Hongjian（Dept. of Math., West Virginia University） 
时间地点： 
2008年5月30日（周五）下午2:00
思源楼703 
摘 要： 
A mob $(2k+1)$orientation
of a graph $G$ is an orientation $D$ of $G$ such that at each
vertex $v$ of $G$, the number of the out going edges minus
the number of incoming edges is congruent to zero modulo $(2k+1)$.
Graphs with mod 3orientations are also called graphs with
nowhere zero 3flows. In this talk, we present the motivation
of the problem, the main unsolved problems, the developments,
and some of our recent progresses made in this direction.
We will also present an approach by Barat and Thomassen using
generalized clawdecompositions. With our approach, we disprove
a conjecture by Barat and Thomassen on clawdecompositions.
See http://jacobi.math.wvu.edu/%7Ehjlai/


报告题目： 
Applications
and Challenges of Stochastic OR Methods in the Analysis of Adaptive
Wireless and Mobile Networks（应用所系列报告2） 
报
告 人： 
Prof.
Wei Wayne Li（Associate Dean of Science and Technology Texas
Southern University） 
时间地点： 
2008年5月21日（周三）下午3:00
晨兴数学中心110 
摘 要： 
Various
stochastic methods have been developed in the OR areas including
for example queueing networks, reliability systems, optimization
programs and scheduling problems etc. In this talk, the speaker
plans to point out some applications and challenges of several
popular stochastic OR methods in the analysis and evaluation
of adaptive wireless and mobile networks with fading channels,
with mobile terminal routing schedules, with initial awards
and holding costs for different classes of calls, and with various
call admission control policies. Several problems are also proposed
for a discussion. 

报告题目： 
g期望，G布朗运动和风险度量 
报
告 人： 
彭实戈院士（山东大学） 
时间地点： 
2008年5月12日（周一）上午9:30 思源楼704 
摘 要： 


报告题目： 
Repeated
Adverse Selection and Moral Hazard in Games and Contract Design 
报
告 人： 
Xuhu Wan (万旭虎) 博士，香港科技大学商业与管理学院 
时间地点： 
2008年4月22日（周二）上午10:00 思源楼703 
摘 要： 
We
describe a new continuous time model with repeated adverse selection
and moral hazard, in which the output is a diffusion process.
The drift of the process is related to unobserved action of
the agent with private random shock of cost. In contract design,
the optimal contract can be determined by a Hamilton Jacobi
Bellman ordinary differential equation. In games with incomplete
information, the public perfect equilibrium frontier is characterized
by a viscosity solution of HJB. 

报告题目： 
Our
universe prefers de Sitter special relativity 
报
告 人： 
郭汉英 教授（中科院理论物理所） 
时间地点： 
2008年3月31日（周一）上午10:00 思源楼712 
摘 要： 


报告题目： 
Probabilistic
Quantification of Financial Uncertainty 
报
告 人： 
Hans
Foellmer（Professor of Mathematics Humboldt University, Berlin） 
时间地点： 
2008年03月24日下午4:005:00
思源楼712 
摘 要： 
We
discuss some recent advances in the probabilistic analysis of
financial risk under model uncertainty, including risk measures
and their dynamics, robust portfolio choice, and some asymptotic
results involving large deviations. The talk will be based on
joint work with Anne Gundel, Irina Penner, and Walter Schachermayer. 
