IV International Conference
Limit Theorems in Probability Theory and Their Applications

PROGRAMME
 
 
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.



Return to Conference Home Page