Atelier sur le risque – Workshop on Risk

11 au 13 mai 2022 | May 11-13, 2022

En présentiel au local 3870 du pavillon Alexandre-Vachon et en ligne
In person at room 3870 of the Alexandre-Vachon Hall and online

Conférencier invité | Invited speaker

Alex Kreinin
University of Toronto

Mini-cours / Mini-course

Mercredi 11 mai de 13 h 30 à 15 h 20   |   Wednesday, May 11 from 1:30 pm to 3:20 pm
Jeudi 12 mai de 13 h 30 à 14 h 20   |   Thursday, May 12 from 1:30 pm to 2:20 pm

An Introduction to Backward Simulation

In this mini-course, we introduce a novel backward simulation (BS) framework for the multivariate Poisson processes (MVP) and their generalizations. We discuss probabilistic foundation of the backward simulation method and analyze dynamics of the correlation of the components. The BS method allows us to solve the following two problems:

• construction of the negatively correlated Poisson processes;

• construction of the hybrid models having both jump and diffusion components.

The connection to Monge-Kantorovich problem will be discussed and a construction of extreme measures corresponding to the processes will be described in this course.

Séminaire / Seminar

Vendredi 13 mai de 13 h 30 à 14 h 20   |   Friday, May 13 from 1:30 pm to 2:20 pm

New limit theorems for birth-and-death processes with linear rates

Résumé: We investigate the short-term temporal evolution of the classical birth-and-death process with linear birth and death rates. We prove weak convergence of its increments to those of the Skellam process in the Skorohod space. Similar convergence results are established under a different set of assumptions on the model parameters and the time horizon. We also discuss related short-term approximations in terms of Skellam distributions for the marginals of such birth-and-death processes which start from a growing number of particles. For two special cases of the pure birth and pure death processes, our results yield those on weak convergence to the corresponding Poisson processes.

L’atelier est gratuit mais l’inscription est obligatoire en ligne.
The workshop is free but online registration is required.

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Hébergement | Accommodation

Situé sur le campus de l’Université Laval, à seulement 15 minutes du centre-ville de Québec, le service des résidences vous propose de séjourner dans un environnement stimulant à proximité des plus beaux attraits touristiques. Pratique, économique et sécuritaire, l’hébergement hôtelier vous permettra de vivre une expérience inoubliable et de profiter de la vie culturelle à Québec et sur le campus ! Seulement cinq kilomètres du Centre des congrès de Québec. On y accède rapidement par le transport en commun, soit les Métrobus 800 ou 801. Vous y serez en moins de 15 minutes !

11 au 13 mai 2022         

• Chambre universitaire standard (salle de bain partagée), occupation simple : 44,75 $ + taxes / nuit
• Chambre universitaire standard (salle de bain partagée), occupation double : 59,25 $ + taxes / nuit

Site Internet : https://www.residences.ulaval.ca/hebergement-hotelier/congres-et-conferences/

Pour réserver, utiliser le numéro d’événement suivant : #320697 – CIMMUL

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Located just 15 minutes from downtown Quebec City on the Université Laval campus, the service des residences offers accommodation in a stimulating environment close to many tourist attractions. To meet specific needs, a number of affordable, customized packages are available. Practical, economical, and safe, our short-term accommodation offers you an unforgettable experience full of life and culture. Our four residences are also just five kilometers from the Quebec City Convention Center. The city bus (Metrobus 800 or 801) will get you there in only fifteen minutes!

From May 11^th to 13^th , 2022 

• Standard university room (shared bathroom), single occupancy : $44.75 + taxes / night
• Standard university room (shared bathroom), double occupancy : $59.25 + taxes / night

Website: https://www.residences.ulaval.ca/en/short-term-accommodations/conventions-and-conferences/

To reserve, use this number to make the reservation: #320697 – CIMMUL