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Monday, 21 | |
9:30 - 10:00 | Registration (Conference hall) |
10:00 - 10:10 | Opening (Conference hall) |
Morning Session - Chairperson Vladimir Lotov | |
10:10 - 11:00 | Ildar Ibragimov (Saint-Petersburg, Russia). Estimation of analytical functions. |
11:00 - 11:30 | Coffee break |
11:30 - 12:00 | Igor Borisov, jointly with Alexander Bystrov (Novosibirsk, Russia). Nonorthogonal noises and stochastic integrals. |
12:00 - 12:30 | Alexander Bystrov, jointly with Igor Borisov and Nadezhda Borodikhina (Novosibirsk, Russia). Approximation of canonical von Mises statistics based on dependent observations. |
12:30 - 13:00 | Farit Nasyrov (Ufa, Russia). Extended Ito formula and Ito integrals. |
13:00 - 15:00 | Lunch time |
Afternoon Session - Chairperson P. R. Kumar | |
15:00 - 15:30 | Vladimir Ulyanov (Moscow, Russia), jointly with Gerd Christoph (Magdeburg, Germany) and Yasunori Fujikoshi (Tokyo, Japan). Berry-Esseen type bounds for transformations of Chi-squared variables and its statistical applications. |
15:30 - 16:00 | Alexander Sakhanenko (Khanty-Mansiysk, Russia). Estimates in the Invariance Principle in terms of truncated moments. |
16:00 - 16:30 | Pavel Ruzankin, jointly with Alexandr Borovkov (Novosibirsk, Russia). On small deviations of series of weighted i.i.d. random variables. |
16:30 - 17:00 | Coffee break |
17:00 - 17:30 | Nikolay Arkashov, jointly with Igor Borisov (Novosibirsk, Russia). Invariance Principle for partial sum processes of moving averages. |
17:30 - 18:00 | Vitaly Wachtel, jointly with Klaus Fleischmann (Berlin, Germany). Lower deviation probabilities for supercritical Galton-Watson processes. |
18:00 - | Welcome party |
Tuesday, 22 | |
Morning Session - Chairperson Andrei Zaitsev | |
9:40 - 10:30 | Alexandr Borovkov (Novosibirsk, Russia). On large deviations for sums of random variables. |
10:30 - 11:00 | Shakir Formanov, jointly with Lola Sharypova (Tashkent, Usbekistan). Non-classical limit theorems in terms of characteristic functions. |
11:00 - 11:30 | Mikhail Lifshits (Saint-Petersburg, Russia), jointly with Zhan Shi (Paris, France). First exit time of Brownian motion from a parabolic domain. |
11:30 - 12:00 | Coffee break |
12:00 - 12:30 | Sergei Zuyev (Glasgow, UK and Moscow, Russia),
jointly with Yury Davydov and Ilya Molchanov. Strictly stable distributions on convex cones. |
12:30 - 13:00 | Charles Bordenave (Paris, France). Navigation on a Poisson point process. |
13:00 - 15:00 | Lunch time |
Afternoon Session - Chairperson Anatolii Puhalski | |
15:00 - 15:30 | Vadim Yurinsky (Covilhã, Portugal). An exponential estimate for the error of a wavelet density estimator. |
15:30 - 16:00 | Ernst Presman (Moscow, Russia). Estimation of the constant in the Burkholder moment inequality for supermartingales and martingales. |
16:00 - 16:30 | Anatoly Grin' (Omsk, Russia). On minimal conditions of weak dependence in Local Limit Theorem. |
16:30 - 17:00 | Coffee break |
17:00 - 17:30 | Sergey Klokov, jointly with Valentin Topchii (Omsk, Russia). Mean fixation time estimates in populations of constant size. |
17:30 - 18:00 | Dmitry Sidorov (Novosibirsk, Russia). On mixing conditions for sequences of moving averages. |
Wednesday, 23 | |
Morning Session - Chairperson Vladimir Vatutin | |
9:40 - 10:30 | P.R.Kumar (Urbana, USA). Towards a theoretical foundation for wireless and sensor networks. |
10:30 - 11:00 | Aleksander Rybko (Moscow, Russia). Poisson hypothesis for information networks (a study in non-linear Markov processes). |
11:00 - 11:30 | Gurami Tsitsiashvili, jointly with M.A.Osipova (Vladivostok, Russia). Limit distributions in queueing networks with unreliable elements. |
11:30 - 12:00 | Coffee break |
12:00 - 12:30 | Zbigniew Palmowski (Wroclaw, Poland). On the optimal divident problem for a spectrally negative Levy process. |
12:30 - 13:00 | Yuliana Linke, jointly with Alexandr Borovkov (Novosibirsk, Russia). Change-point problem for large samples and incomplete information on distributions. |
13:00 - 15:00 | Lunch time |
15:00 - 18:00 | Social program |
19:00 - | Conference Dinner |
Thursday, 24 | |
Morning Session - Chairperson Ernst Presman | |
9:40 - 10:30 | Vladimir Vatutin (Moscow, Russia). Branching processes in random environment and the bottlenecks in evolution of populations. |
10:30 - 11:00 | Valentin Topchii (Omsk, Russia), jointly with Vladimir Vatutin (Moscow, Russia). Individuals at the origin in the critical multidimensional catalytic branching random walk. |
11:00 - 11:30 | Anatolii Puhalskii (Denver, USA and Moscow, Russia). The large deviation principle for queueing networks. |
11:30 - 12:00 | Coffee break |
12:00 - 12:30 | Leonid Rozovsky (Saint-Petersburg, Russia). Large deviation theorems for certain self-normalized sums. |
12:30 - 13:00 | Denis Denisov (Eindhoven, The Netherlands), jointly with Vsevolod Shneer (Novosibirsk, Russia & Edinburgh, UK). Asymptotics for first passage times of Levy processes and random walks. |
13:00 - 15:00 | Lunch time |
Afternoon Session - Chairperson Serguei Foss | |
15:00 - 15:30 | Ilkka Norros (Finland), jointly with Petteri Mannersalo and Michel Mandjes. Dominating points in fluid queues with priority classes. |
15:30 - 16:00 | Vladimir Lotov (Novosibirsk, Russia). Factorization method in a sojourn time problem. |
16:00 - 16:30 | Vyacheslav Lugavov (Kurgan, Russia). On functionals on the Markov chain transitions. |
16:30 - 17:00 | Coffee break |
17:00 - 17:30 | Dmitry Kim (Alma-Aty, Kazahstan). On boundary crossing problem for a random walk with switching. |
17:30 - 18:00 | Vali Khodzhibaev, jointly with A.A.Atakhuzhaev (Namangan, Uzbekistan). On the distribution of the number of crossing of a strip for stochastic processes with independent increments. |
Friday, 25 | |
Morning Session - Chairperson Vadim Yurinsky | |
9:40 - 10:30 | Anatolii Mogulskii, jointly with Alexandr Borovkov (Novosibirsk, Russia). Integro-local and integral theorems for sums of random variables with semiexponential distribution. |
10:30 - 11:00 | Andrei Zaitsev (Saint-Petersburg, Russia). Estimates for the strong approximation in multidimensional Central Limit Theorem. |
11:00 - 11:30 | Evgeny Baklanov (Novosibirsk, Russia). Limit theorems for additive functionals of order statistic based on dependent random variables. |
11:30 - 12:00 | Coffee break |
12:00 - 12:30 | Artyom Kovalevskii (Novosibirsk, Russia). An aggregation of a normal sample for a minimization of an asymptotic variance of a sign change. |
12:30 - 13:00 | Aleksandr Semenov (Novosibirsk, Russia). Pricing of financial assets in exponential Levy models. |
13:00 - 13:30 | Serguei Foss (Novosibirsk, Russia & Edinburgh, UK). On the lower bound for convolution tails of heavy-tailed distributions. |