AMPMS CONFERENCE
St.Petersburg Russia
June 24-28, 1998
LIST OF PARTICIPANTS
Aldona Aleskeviciene and Vitautas Statulevicius (Lithuania) |
Development of Linnik's works in the investigation of the probabilities of large deviations |
Fazil Aliev (Azerbaijan/Turkey) |
Characterization of Geometric Distribution Through Weak Records. |
Natalia Amosova (St.Petersburg, Russia) |
Necessity of Statulevicius condition in limit theorem on probabilities of large deviations |
Sergey Ananievskii (St.Petersburg, Russia) |
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Abderrezak Azzuz and Eduard Kudlaev (Moscow, Russia) |
A similar FRESHET-RAO-KRAMER inequality in the estimation of the multivariate informative parameter by dependent observations making the decomposable statistics scheme |
Ismihan Bairamov (Azerbaijan/Turkey) and Omer Gebizlioglu (Turkey) |
Asymptotic distributions of statistics based on order statistics, record values and invariant confidence intervals |
N. Balakrishnan (Canada) and Valery Nevzorov (St.Petersburg, Russia) |
Maxima and records in Archimedean copula processes |
Vilijandas Bagdonavicius (Lithuania) and Mikhail Nikulin (France/Russia) |
Estimation in generalized multiplicative-additive regression models |
Nail Bakirov (Ufa, Russia) |
On asymptotics in a boundary problem |
Alexey Baushev (St.Petersburg, Russia) |
On weak convergence of probability measures |
Yana Belopolskaya (St.Petersburg, Russia) |
Invariant measures of diffusion processes in Hilbert space and time reversal |
Vladimir Bening and Dmitrii Chibisov (Moscow, Russia) |
Higher order asymptotic optimality in testing problems with nuisance parameters |
Andrey Borodin (St.Petersburg, Russia) |
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Alexander Borovkov (Novosibirsk, Russia) |
Limit theorems for multidimensional boundary crossing problems |
Yuri Borovskikh (St.Petersburg, Russia) |
Sharp estimates of the rate of convergence for U-statistical sums |
Ekaterina Buzlaeva and Valery Nevzorov (St.Petersburg, Russia) |
A new characterization by a property of record times |
Vladimir Chebotarev and Anatoly Zolotukhin (Khabarovsk, Russia) |
The comparison of the Edgeworth and Bergstrom expansions |
Gennady Chistyakov (Ukraine) |
On the Fisher--Welch--Wald test |
Gerd Christoph (Germany) |
Generalized discrete Linnik distributions |
Pier Luigi Conti and Mauro Scanu (Italy) |
Data driven rule for the choice of the classes in tests of independence based on power-divirgence statistics |
Youri Davydov (France/Russia) and Vladimir Egorov (St.Petersburg, Russia) |
Functional limit theorems for induced order statistics |
Manfred Denker (Germany) |
Non Gaussian local limit theorems |
Svetlana Ekisheva (Syktyvkar, Russia) |
The Bahadur representation of sample quantiles for stochastic associated sequences |
Michael Ermakov (St.Petersburg, Russia) |
On asymptotically minimax estimation in a deconvolution problem |
Sergey Ermakov (St.Petersburg, Russia) |
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Silvano Fiorin (Italy) |
Functional estimation in a Cox model for counting processes via optimization of the partial likelihood |
Andrei Frolov, Alexander Martikainen (St.Petersburg, Russia) |
On asymptotics of the length of the longest increasing run in R^d. |
Leo Gerville-Reache (France) and Valentina Nikoulina (St.Petersburg, Russia) |
Analysis of the accelerated life model with step stresses by the Monte Carlo method. |
Friedrich Goetze (Germany) |
Limit Theorem for Quadratic Forms and Lattice Point Problems |
Mikhail Gordin (St.Petersburg, Russia) |
Probabilistic extensions of dynamical systems and their applications |
Nadezda Gribkova (St.Petersburg, Russia) |
On Bootstrap L-statistics |
Alexander Gushchin (Moscow, Russia) |
On Convergence to Exponential-Type Statistical Models (with E.Valkeila) |
George Haiman (France) |
First passage time for some stationary processes |
Boris Harlamov (St.Petersburg, Russia) |
Asymptotic results in inverse first exit problem for Wiener process |
Nils Lid Hjort (Norway) |
Asymptotics for minimisers of convex processes |
Nikolai Hovanov (St.Petersburg, Russia) |
Stochastic processes induced by random parameters: applications to economics |
Ildar Ibragimov (St.Petersburg, Russia) |
Yu.V. Linnik and his contribution into probability and statistics |
Ingster Yuri (St.Petersburg, Russia) |
On Testing of Hypothesis Closed to Simple |
Abram Kagan (USA) |
Additive Perturbations of Random Variables |
Tahir Khaniev (Azerbaijan/Turkey) and Ihsan Unver (Turkey) |
Additive functionals and certain probability characteristics of ergodic distributions of a semi-markovian random walk in a strip (with I.Aliev) |
Tahir Khaniev (Azerbaijan/Turkey) and Cemil Yapar (Turkey) |
A study of some stationary characteristics in the model (s,S) (with T.I. Nasirova) |
Rafail Khasminskii (USA/Russia) |
Statistical approach to some inverse boundary problems for PDE |
Christianus Klaassen (The Netherlands) |
The information for the treatment effect in the mixed proportional hazards model vanishes |
Lev Klebanov (St.Petersburg, Russia), Svetlozar Rachev (Bulgaria/USA), Zeev Volkovich (Israel) |
A New Representation for the Characteristic Function of the Strictly nu-stable Vectors |
Viktor Korolev (Moscow, Russia) |
Limit theorems for extremes of generalized Cox's processes with applications |
Vladimir Korolyuk (Ukraine) |
Problems of Singular Perturbations in Analysis of Stochastic Systems |
Irina Kozhevnikova (Moscow, Russia) |
Approximation of self-similar processes with parameter H |
Jonas Kubilius (Lithuania) |
Recent progress in probabilistic number theory |
Oleg Kulchitski, Dmitri Kuznetsov (St.Petersburg, Russia) |
Analitical formulaes of calculating of stochastic integrals |
Dmitri Kuznetsov (St.Petersburg, Russia) |
Method of expansion and approximation of multiply stochastic Stratonovich integrals, which is based on multiply Fourier series on full orthonormal systems |
Malcolm Leadbetter (USA) |
Coordinatewise mixing for random fields and limit theory applications |
Vladimir Lebedev (Moscow, Russia) |
On the existence of weak solutions for stochastic differential equations with driving L^2-valued measures |
Mikhail Lifshits (St.Petersburg, Russia) |
Spectral regularization in ergodic theory and probability (with M.Weber) |
Werner Linde (Germany) |
Metric Entropy and Small Ball Estimates for Gaussian Processes |
Vsevolod Malinovskii (Moscow, Russia) |
Probabilities of ruin in a collective risk model with variable safety loading |
Sergey Malov (St.Petersburg, Russia) |
Some remarks on copulas |
Anatoli Manita (Moscow, Russia) |
Long time behavior of multi-particle Markovian models |
Elena Martynova (St.Petersburg, Russia) |
Local time for Markov process defined on a tree with one branching point |
David Mason (USA) |
A Martingale Approach to Weighted Approximations |
Jochem Mijnheer (The Netherlands) |
The asymptotic distribution of a sequential estimator for the parameter in AR(1) model with stable errors |
Stefan Mittnik (Germany) and Svetlozar (Zari) Rachev (Bulgaria/USA) |
Financial Optimization |
Alexander Nagaev (Poland/Uzbekistan) |
On Consistent Estimation of Convex Level Surfaces |
Sergey Nagaev (Novosibirsk, Russia) |
Lower bounds in large deviation probabilities for sums of independent random variables. |
H.N. Nagaraja (USA) |
Inter -record times in Poisson Paced models |
Farit Nasyrov (Ufa, Russia) |
New decomposition for functions and random processes |
Vladimir Nekrutkin (St.Petersburg, Russia) |
Nanbu Particle Systems and Boltzmann-like Equations |
Irina Niedecker (Moscow, Russia) |
To question about the non-correct application of the spectral analysis in the medical diagnostic apparatus (with Brodezkaja E.E.) |
Yakov Nikitin and Anna Tchirina (St.Petersburg, Russia) |
Tests of exponentiality based on characterizations and their efficiencies |
Alexey Nikulin (St.Petersburg, Russia) |
Approximation of infinitelydimentional integrals with Gaussian measure |
Alexander Orlov (Moscow, Russia) |
About development of statistics of the interval data |
Enzo Orsingher (Italy) |
Conditional Laws for Sojourn Times of Processes Governed by Third and Fourth Order Heat-type Equations |
Sonia Petrone (Italy) |
On consistency of the Bernstein polynomial prior |
Valentin Petrov (St.Petersburg) |
On a strong limit theorem for sums of independent random variables |
Vladimir Piterbarg (Moscow, Russia) |
Large excursions of Fractal Brownian Motion with drift and related Gaussian processes (with J.Heusler) |
Evgeniy Ponikarov and Yakov Nikitin (St.Petersburg, Russia) |
On Chernoff type large deviations for U- and V-statistics |
Yury Prokhorov (Moscow, Russia) |
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Boris Rogozin (Omsk, Russia) and Michael Sgibnev (Novosibirsk, Russia) |
Strong Subexponential Distributions |
Joseph Romanovsky (St.Petersburg, Russia) |
A new method to generate samples distributed uniformly on a multidimensional sphere |
Leonid Rozovsky (St.Petersburg, Russia) |
On a lower bound for large deviation probabilities of sum of independent random variables with finite variances |
Andrew Rukhin (USA) |
Approximate entropy for testing randomness |
Oleg Rusakov (St.Petersburg, Russia) |
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Alexander Safronov (St.Petersburg, Russia) |
Parking problem for intervals with random length |
Alexander Sakhanenko (Surgut, Russia) |
On the accuracy of the Wiener and Poisson approximations for renewal processes |
Vadim Serdobolskii (Moscow, Russia) |
Principle part of the quadratic risk for a class of essentially multivariate regressions |
Lawrence Shepp(USA) |
One dimensional covering and packing models |
Grace S. Shieh (Republic of China, Taiwan) |
Rank tests for independence- with a weighted contamination alternative |
Albert Shiryaev (Moscow, Russia) |
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Sergey Shorgin (Moscow, Russia) |
Asymptotic estimates of insurance tarifs |
Natalja Smorodina (St.Petersburg, Russia) |
The Poisson analog of the multiple Wiener-Ito stochastic integral |
Valentin Solev (St.Petersburg, Russia) |
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Eugene Spodarev (Moscow, Russia) |
Ergodicity of a continuous polling model |
Josef Steinebach (Germany) |
On the maximal excursion over runs |
Vladimir Sudakov (St.Petersburg, Russia), Heinrich von Weizsacker (Germany) |
Identifying a graph from its random walk |
Habor Szekely (Hungary/USA) |
How to transform random variables into uncorrelated ones? |
Radu Theodorescu (Canada/Romania) |
Estimation of Paretian law parameters |
Alexander Tikhomirov (Syktyvkar) |
On the rate of convergence in the Central Limit Theorem for quadratic forms in weakly dependent random variables (with O. Maltseva) |
Elena Tolkatcheva (St.Petersburg, Russia) |
Ruin Probabilities in Crisis Situations |
Tatjana Tovstik (St.Petersburg, Russia) |
On the parametric estimation of the cross correlation function |
Alexander Tsybakov (France/Russia) |
On asymptotically exact adaptive estimation |
Vladimir Vatutin (Moscow, Russia) |
Spatial branching populations with long individual lifetimes |
Sergey Vavilov (St.Petersburg, Russia) |
On the stochastic control of investor portfolio when the price of security follows the Ornstein-Uhlenbeck process |
Elena Yenina (Voronez, Russia) |
The accuracy of approximation of Bayes estimates of many-dimensional Gauss's random process parameters |
Andrey Zaitsev (St.Petersburg, Russia) |
A multidimensional version of the result of A. I. Sakhanenko in the invariance principle for vectors with finite exponential moments |
Abram Zinger (St.Petersburg, Russia) |
On characteristic functions of multidimensional distributions |
Vladimir Zolotarev (Moscow, Russia) |
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Ekaterina Zukova (St.Petersburg, Russia) |
The Iterated Logarithm Law for increasing permutation of a Gaussian prosess |