Proposed Visit by Professor Dmitry Korshunov (Sobolev Institute of Mathematics, Russia) to the UK

Lead Research Organisation: Heriot-Watt University
Department Name: S of Mathematical and Computer Sciences

Abstract

The aim of this proposal is to bring Professor Dima Korshunov of the Sobolev Institute of Mathematics, Novosibirsk, Russia, a distinguished mathematician with particular expertise in the probability theory of stochastic systems, to the UK for a period of two months. During this period Professor Korshunov would give a short course on Stationary distribution approximations for Markov chains motivated by applications to systems modelling and to risk at Heriot-Watt University, and would hold an intensive exchange of ideas with the proposed Investigators and their colleagues as an initial phase of proposed collaboration. He would also visit other UK Institutions to give seminar talks and to hold further scientific discussions with colleagues at those places.

Publications

10 25 50
 
Description An understanding of how to work with the probabilities of extreme events.
Exploitation Route Those required to assess the probabilities of extreme events (e.g. natural catastrophes, power blackouts) will be better equipped to do so.
Sectors Aerospace, Defence and Marine,Energy,Environment,Manufacturing, including Industrial Biotechology,Transport,Other

 
Description A better understanding among mathematicians and statisticians of the properties of heavy-tailed probability distributions, and of their impact in the modelling of extreme events in nature and the man-made world.
First Year Of Impact 2011
Sector Energy,Other
Impact Types Societal,Economic,Policy & public services