V International Conference
Limit Theorems in Probability Theory and Their Applications

PRELIMINARY CONFERENCE PROGRAMME
 
 

Monday, August 15

9:00–9:30

Registration

9:30–10:00

Opening. 80th anniversary of Academician Alexander Alexeevich Borovkov

Plenary Talks

10:0010:45
Ildar Ibragimov
On zeros of random functions

10:5011:35

Søren Asmussen
Ruin probabilities for some regenerative risk process

11:35–12:00

Coffee Break


Section
CLT and Invariance Principle

Conference Hall

Section
Random Fields and Dynamical Systems

Room 417

12:00–12:30

Vladimir Senatov
On unimprovable estimates of accuracy for asymptotic expansions in CLT

Dmitry Panchenko
Structure of the Gibbs measure in the Sherrington-Kirkpatrick model

12:35–13:05

Igor Borisov
Transformations of the simplest nonsymmetric random walks and some applications of the invariance principle

Eugene Pechersky
Gibbs random graph
(joint work with Pablo Ferrari, Valentin Sisko and Anatoly Yambartsev)

13:05–15:00

Lunch Time


Section
CLT and Invariance Principle

Conference Hall

Section
Random Fields and Dynamical Systems

Room 417

15:00–15:30

Alexander Sakhanenko
About Rates of Convergence in Invariance Principles

Ekaterina Vl. Bulinskaya
Asymptotic properties of the hitting times with taboo for a random walk on an integer lattice

15:35–16:05

Andrei Zaitsev
Estimates for the rate of strong approximation in the multidimensional invariance principle

Alexander Rybko
Sinai switched dynamical systems on the plane

16:05–16:30

Coffee Break


Section
CLT and Invariance Principle

Conference Hall

Section
Random Fields and Dynamical Systems

Room 417

16:30–17:00

Vladimir Ulyanov
A sharp estimate for accuracy of short asymptotic expansions in the CLT in a Hilbert space

Sergey Foss
Poisson Hail on a Hot Ground

17:05–17:35

Igor Borisov and Vassily Zhechev
The functional limit theorem for canonical U-processes of dependent observations

Artyom Kovalevskii
Asymptotic distribution of empirical bridge for regression on order statistics
(joint work with Evgeny Shatalin)

17:35–20:00

Welcome Party



Tuesday, August 16

Plenary Talks

10:0010:45
Alexander Borovkov
On Large Deviation Principles for Trajectories of Random Walks

10:5011:35

Thomas Mikosch
Precise large deviations probabilities for a heavy-tailed random walk

11:35–12:00

Coffee Break


Section
Large and Small Deviations

Conference Hall

Section
Statistical Applications

Room 417

12:00–12:30

Anatoli Mogulskii
Inequalities and large deviation principles for trajectories of processes with independent increments

Yuliana Linke
On the Asymptotics of Distributions of Two-Step Statistical Estimates

12:35–13:05

Masakiyo Miyazawa
Revisit the large deviations rate function for the stationary distribution of a two dimensional SRBM: Geometric interpretation and related results
(joint work with Jim Dai)

Stanislav Minsker
Plug-in Approach to Active Learning

13:05–15:00

Lunch Time


Section
Large and Small Deviations

Conference Hall

Section
Statistical Applications

Room 417

15:00–15:30

Alexander Veretennikov
On large deviations in stochastic averaging

Alexander Sakhanenko and Yuliana Linke
Improvement of estimators in a linear regression problem in the case of violation of some classical assumptions

15:35–16:05

Yakov Nikitin and Ruslan Pusev
Small deviations of Brownian functionals: exact asymptotics

Nadezhda Volodko
Asymptotic expansion for the distributions of canonical U-statistics

16:05–16:30

Coffee Break


Section
Large and Small Deviations

Conference Hall

Section
Statistical Applications

Room 417

16:30–17:00

Pavel Ruzankin
Transient phenomena for random walks in the absence of the expected value of jumps
(joint work with Alexander Borovkov)

Serguei Novak
Lower bounds to the accuracy of tail index estimation

17:05–17:35

Alexander Bystrov
Exponential inequalities for the distribution tails of multiple stochastic integrals with Gaussian product-measures

Arkady Shemyakin
A New Approach to Construction of Non-informative Priors: Hellinger Information



Wednesday, August 17

Plenary Talks

10:0010:45
Alexander Bulinski
Statistical analysis of complex diseases models in genetics

10:5011:35

Vadim Yurinsky
Absorption in random nonlinear medium
(joint work with Andrey Piatnitski)

11:35–12:00

Coffee Break


Section
Random Walks

Conference Hall

Section
Stochastic Systems

Room 417

12:00–12:30

Valentin Topchii
Properties of renewal function density for smooth absolutely continuous distributions

David Gamarnik
Parallel server queueing systems in the Halfin-Whitt heavy traffic regime
(joint work with David Goldberg)

12:35–13:05

Vladimir Lotov
On the sojourn time of a random walk

Alexandre Proutiere
Stability of Random Access Protocols

13:05–15:00

Lunch Time


Section
Random Walks

Conference Hall

Section
Stochastic Systems

Room 417

15:00–15:30

Konstantin Borovkov
On Rice's formula for stationary multivariate piecewise smooth processes
(joint work with Gunter Last)

Maria Frolkova
Fluid Limits for an ALOHA-type Model with Impatient Customers
(joint work with Serguei Foss and Bert Zwart)

15:35–16:05

Dmitry Korshunov
Moments for stationary Markov chains with asymptotically zero drift

Anton Muratov
Bit Flipping Models
(joint work with Sergey Zuyev)

16:05–16:30

Coffee Break


Section
Random Walks

Conference Hall

Section
Selected Problems of Probability

Room 417

16:30–17:00

Vitali Wachtel
Asymptotic properties of ladder epochs of random walks with small negative drift

Ernst Presman
New Approach to the Solution of the Optimal Stopping Problem Based on a Modification of the Payoff Function

17:05–17:35

Denis Denisov
Random walks in cones
(joint work with Vitali Wachtel)

Natalia Smorodina
The probabilistic representation of the exponent of a class of pseudo-differential operators



Thuesday, August 18


Section
Selected Problems of Probability

Conference Hall

Section
Stochastic Integration

Room 417

10:00–10:30

Shakir Formanov
Generalization of Kolmogorov-Prokhorov theorem on the existence of moments of random sums

Farid Nasyrov
The path-wise analogs SPDE and their applications in filtering theory and stochastic control problem

10:35–11:05

Anatoly Grin'
On Limit Theorems for generalized sums

Igor Borisov and Sergey Khruschev
A construction of stochastic integrals of nonrandom functions in the non-Gaussian case

11:05–12:00

Coffee Break

Social Program

Tourist trip to Altai Mountains (leaving Thursday 18 August early afternoon, returning Sunday 21 August very late)



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