19. todennäköisyyslaskennan kesäkoulu pidetään Lahden Mukkulassa 2-6.6.1997 (tiedotus ja ilmoittautumislomake suomeksi)

19 sommarskolan i sannolikhetsteori hålls på Mokulla gård i Lahtis den 2-6 juni 1997 (information och anmälningsblankett på svenska)

The 19th Finnish Summer School on Probability Theory will be arranged at Lahti from June 2 to June 6, 1997. The main speakers:

**Jean Bertoin**(Université de Paris VI) speaks about Lévy processes,**Tomas Björk**(Royal Institute of Technology and Stockholm School of Economics) speaks about mathematics of finance, in particular the theory of interest rates,**Dave Donoho**(Stanford University) speaks about wavelets in statistics and probability, and-
**Saul Jacka**(University of Warwick) about applications of stochastic control and optimal stopping.

More information and lecture abstracts will be distributed in April - May. There is no participation fee, but we need to limit the number of participants to about 30.

**Literature:**

Bjork, T: Interest Rate Theory. (In W. Runggaldier (ed): "Financial
Mathematics" Springer Lecture Notes Vol. 1656.)

Copies of the lecture overheads will be handed out.

* Dave Donoho* describes his lectures as follows:

Wavelets and Beyond (with applications in Statistics and Probability)

The last ten years have seen an explosive development of new representations and expansions: new bases, frames, and atomic decompositions, of which wavelets are only the most well known. In this series of lectures we will give a basic introduction to wavelets, their mathematical and computational properties, applications in statistics, and an introduction to software packages for using them. We will try to describe the needs in harmonic analysis to which they respond and the connection with modern technological developments (data compression).

Then we will discuss why wavelets are only 'the tip of the iceberg' and discuss the myriad of new developments which wavelets have spawned, which offer new insights and challenges.

Our lectures will cover the following topics

- Wavelets-Basic Introduction
- Wavelets and Computation
- Wavelets and Statistics
- Wavelets and Probability
- What's so Special about Wavelets?

Beyond Wavelets-Modern Computational Harmonic Analysis Time Frequency Analysis-Wavelet Packets, Cosine Packets, Chirplets Image Analysis-Steerable Pyramids, Brushlets, Edgelets, Wedgelets What are the real achievements? Challenges?

* Saul Jacka* writes the following:

The following is a very tentative schedule for the talks.

To The Department of Mathematics' Homepage

Updated 14.5.97 by Ann-Mari.Dahlstrom@abo.fi