Limit Theorems in Probability

A conference in honour of N.H. Bingham's 70th birthday at the Imperial Probability Centre

Mon 23 - Thu 26 March 2015

Organizers: Charles M. Goldie, Rüdiger Kiesel, Aleksandar Mijatovic

Invited speakers & their titles

David J Aldous (Berkeley)  Foundational questions about sports rating models
David Applebaum (Sheffield)  Probabilistic approach to the Hardy-Littlewood-Sobolev inequality
Søren Asmussen (Aarhus) Markov renewal methods in restart problems in complex systems
Nick Bingham (Imperial) Hardy, Littlewood and probability
Dan Crisan (Imperial) Limit theorems in stochastic filtering
Ron Doney (Manchester) Renewal theory with infinite mean
Paul Embrechts (ETH Zurich) High-quantile estimation with covariates: operational risk revisited
Jean-François Le Gall (Paris-Sud Orsay) Random planar geometry
Priscilla E Greenwood (British Columbia) Neuron modeling for probabilists
Geoffrey R Grimmett (Cambridge) Universality in two-dimensional percolation
Jean Jacod (Paris VI) Efficient volatility estimation in the presence of infinite variation jumps
Wilfrid S Kendall (Warwick) Traffic in a random Poissonian network: limit theorems assisted by improper Poisson line processes
Claudia Klüppelberg (TU Munich) Risk, graphs and regular variation
Andreas Kyprianou (Bath) Deep factorisation of stable processes
Terry Lyons (Oxford) The expected signature and its relatives
Thomas V Mikosch (Copenhagen) Asymptotic theory for the largest eigenvalues of the sample autocovariance function
Adam Ostaszewski (LSE) The sound of silence: filtering and optimal censorship in the market
Sidney Resnick (Cornell) Asymptotic methods for extremal dependence: where did the Levy jumps go?
Gareth O Roberts (Warwick) From Markov processes to big data: a journey through some limit theorems for Monte Carlo
Ulrich Stadtmüller (Ulm) Non-Gaussian limits for certain special counting processes
Balint Toth (Bristol and Budapest) Scaling limits for walks and diffusions with long memory arising from physics
Andrew Wade (Durham) Invariance principle for random walks with anomalous recurrence properties

Programme with titles and abstracts and session chairs

Registration is now closed.


This Workshop will seize the opportunity afforded by the 70th birthday (on 19th March) of N. H. Bingham to enlist the participation of probabilists in a meeting on a broad topic of central importance in the subject. PhD students are strongly encouraged to attend. Associated with the Workshop a Festschrift is planned, to be published as a special volume of the journal Advances in Applied Probability.

Practical matters


The meeting is organised by Imperial Probability Centre with financial support by the EPSRC, the LMS and the Department of Mathematics at Imperial. The conference is sponsored by the Bernoulli Society.

Conference photo (Tuesday the 24th of March)

More photos from the conference

List of attendees