Rare Events – The Poisson Paradigm (Inaugural lecture)
Description
This lecture series will feature eminent local mathematicians or mathematics educators to share with the public some of their interests and ideas.
Speaker
Centennial Professor Louis Chen, National University of Singapore
Professor Steven Kou is currently a Provost’s Chair Professor of Mathematics and the Director of the Centre for Quantitative Finance at National University of Singapore. Previously, he taught at Columbia University, University of Michigan, and Rutgers University. He teaches courses in quantitative finance, stochastic models, and statistics. His research results have been widely used on Wall Street, and have been incorporated into standard M.B.A. textbooks
Abstract
Rare events occur in natural phenomena but can also be defined mathematically in scientific problems. For the latter, the accurate calculation of the probabilities of occurrences of such events is important for decision making in the physical and social sciences. The Poisson distribution, which was discovered by the French mathematician Siméon-Denis Poisson in 1837, is often used for calculating these probabilities. The speaker will give a brief historical account of the early development of the Poisson distribution, and give some examples of how scientific problems can be phrased in terms of occurrences of rare events and how the Poisson distribution is used. The examples will be taken from the study of coincidences, molecular biology, imaging science and real-world networks.
Refreshment
Buffet dinner will be served after the lecture
Registration
School teachers may do group registration for their students and teachers by choosing the “group registration” option and indicate the number of people attending the lecture in the online registration form.
Closing Date
February 26, 5pm.