Timetable Th, 16.06.2005, 16:30, Seminar room 107 Jürgen Hartinger (Graz University of Technology) Rare Events - Monte Carlo and Quasi-Monte Carlo Methods (joint work with Dominik Kortschak) Recently, there has been much interest in developing Monte Carlo methods for estimating rare event probabilities. The reason seems to be two-fold: The topic is of major interest in areas such as credit and insurance risk or telecommunication networks and presents a challenge from mythological point of view as naive methods lead to ineligible variances for the estimates. After an overview on existing methods in a Monte Carlo setting, in this talk we focus on theoretical and empirical aspects of (randomized) QMC methods in rare event sampling. Mo, 20.06.2005, 16:15 in seminar room 104 Reinhold Kainhofer Quasi-Monte Carlo Methoden -- Am Schnittpunkt von numerischer Analysis, Zahlentheorie und Finanzmathematik Vortragsreihe: Wissenswertes der Mathematik, http://info.tuwien.ac.at/goldstern/wissen/ For further details (including abstracts) see http://www.fam.tuwien.ac.at/events/