This award will support an NSF/CMBS regional conference to be held at the University of Alabama in Huntsville in the summer of 2012 on the topic of small deviation probabilities. The principal speaker will be Professor Wenbo Li from the University of Delaware. This award will support 25 participants at different stages of their careers.
The conference has three main technical goals: to systematically study the existing techniques and applications related to small deviation probabilities, to develop new methods of estimating small deviation probabilities for Gaussian and related random processes, and to reformulate and investigate problems in other areas of mathematics from the point of view of small deviation probabilities. The conference aims to engage participants from a wide variety of disciplines, including mathematics, engineering, finance, and economics, in a discussion of this timely topic and to attract new researchers and students to the field.
The NSF-CBMS Research Conference in the Mathematical Sciences Small Deviation Probabilities: Theory and Applications was held June 4-8, 2012 at University of Alabama in Huntsville. The principal lecturer Professor Wenbo V. Li of University of Delaware delivered a series of ten lectures to the participants of the conference in order to present the state of the art of various powerful techniques on estimating small deviation probabilities to develop a general theory on small deviation probabilities and their wide range of applications. Invited and contributed talks were given by some of the fellow participants to further explore the techniques and applications presented in the principal lectures. The principal lecturer Professor Wenbo Li has been preparing a conference monograph, tentatively entitled ``Ten Lectures on Small Value Probabilities''. There were 45 participants, from 6 countries (including the US) and from 13 states. All of the participants received some level of support through our grant, such as lunches, refreshments, accommodation (in a student dorm room) and travel. The participants included one undergraduate student (local), 17 graduate students, and 3 postdocs. In addition, the participants included 4 women and 3 members of other under-represented minority groups. The conference provided an excellent opportunity for junior researchers to come in contact with leading and highly successful researchers in the field, and to have an overview of some cutting-edge research areas in probability, mathematics and related fields.
