Cel The proposed research will be concerned with applications of large deviations in areas of stochastic dynamical systems that exhibit discontinuities due to sudden changes in their parameters or due to the presence of heavy-tailed probability distributions. The goal is the understanding and analysis of the behaviour of these complex systems in time (focusing mostly in stability analysis) as well as in space (random graph models possessing nodes with a gigantic number of neighbours being a principal object of study). Besides analysis, the research will be concerned with applications to management and control via risk sensitive methods, i.e. to the design of stochastic systems. To this end, we will use methods available in other application areas for stochastic systems, such as financial markets. In the department af Actuarial Mathematics and Statistics at Heriot-Watt University there are active research groups in stability/performance of stochastic systems and in financial economics. The proposer will greatly b enefit by interactions with these two Heriot-Watt teams. Dziedzina nauki social scienceseconomics and businesseconomicseconometricsnatural sciencesmathematicsapplied mathematicsdynamical systemsnatural sciencesmathematicspure mathematicsdiscrete mathematicsgraph theorysocial scienceslawnatural sciencesmathematicsapplied mathematicsmathematical model Program(-y) FP6-MOBILITY - Human resources and Mobility in the specific programme for research, technological development and demonstration "Structuring the European Research Area" under the Sixth Framework Programme 2002-2006 Temat(-y) MOBILITY-2.3 - Marie Curie Incoming International Fellowships (IIF) Zaproszenie do składania wniosków FP6-2004-MOBILITY-7 Zobacz inne projekty w ramach tego zaproszenia System finansowania IIF - Marie Curie actions-Incoming International Fellowships Koordynator HERIOT-WATT UNIVERSITY Wkład UE Brak danych Adres Riccarton EDINBURGH Zjednoczone Królestwo Zobacz na mapie Linki Strona internetowa Opens in new window Koszt całkowity Brak danych