AMPMS Program

PROGRAM OF THE CONFERENCE "ASYMPTOTIC METHODS
IN PROBABILITY AND MATHEMATICAL STATISTICS"

St-Petersburg Russia

June 24-28 1998

24.06, morning. PLENARY LECTURES I POMI, Fontanka, 27

10.00 - 10.40	Ildar Ibragimov (St.Petersburg, Russia)
	Yu.V. Linnik and his contribution into probability and statistics

10.40 - 11.40	Jonas Kubilius (Vilnius,Lithuania), Abram Zinger (St.Petersburg), Yury Prokhorov (Moscow, Russia), Joseph Romanovsky (St.Petersburg), Andrew Rukhin (Baltimore, USA), Vitautas Statulevicius (Vilnius)...
	Reminiscences of Yu.V.Linnik

Coffee Break (20 min)

12.00 - 12.40	Friedrich Goetze (Bielefeld, Germany)
	Limit Theorem for Quadratic Forms and Lattice Point Problems

12.40 - 13.20	David Mason (Newark, USA)
	A Martingale Approach to Weighted Approximations

LUNCH (13.30 - 15.00)

24.06, afternoon. Sections POMI, Fontanka, 27

A. LIMIT THEOREMS

15.00 - 15.20	Aldona Aleskeviciene, Vitautas Statulevicius and K.Padvelskis (Vilnius,Lithuania)
	Development of Linnik's works in the investigation of the probabilities of large deviations

15.20 - 15.40	Sergey Nagaev (Novosibirsk, Russia)
	Lower bounds in large deviation probabilities for sums of independent random variables.

15.40 - 16.00	Leonid Rozovsky (St.Petersburg, Russia)
	On a lower bound for large deviation probabilities of sum of independent random variables with finite variances

Small Coffee Break (10 min)

16.10 -16.30	Alexander Tikhomirov and Olga Maltseva (Syktyvkar, Russia)
	On the rate of convergence in the Central Limit Theorem for quadratic forms in weakly dependent random variables

16.30 - 16.50	Alexander Sakhanenko (Surgut, Russia)
	On the accuracy of the Wiener and Poisson approximations for renewal processes

16.50 - 17.10	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

Small Coffee Break (10 min)

17.20 - 17.40	Andrei Frolov and Alexander Martikainen (St.Petersburg, Russia)
	On asymptotics of the length of the longest increasing run in Rd.

17.40 - 18.00	Yuri Borovskikh (St.Petersburg, Russia)
	Sharp estimates of the rate of convergence for U-statistical sums

B. STATISTICS

15.00 -15.20	Vladimir Bening and Dmitri Chibisov (Moscow, Russia)
	Higher order asymptotic optimality in testing problems with nuisance parameters

15.20 - 15.40	Alexander Gushchin (Moscow, Russia) and
	Esco Valkeila (Helsinki, Finland) On Convergence to Exponential-Type Statistical Models

15.40 - 16.00	Yakov Nikitin and Anna Tchirina (St.Petersburg, Russia)
	Tests of exponentiality based on characterizations and their efficiencies

Small Coffee Break (10 min)

16.10 - 16.30	Joseph Romanovsky (St.Petersburg, Russia)
	A new method to generate samples distributed uniformly on a multidimensional sphere

16.30 - 16.50	Michael Ermakov (St.Petersburg, Russia)
	On asymptotically minimax estimation in a deconvolution problem

16.50 - 17.10	Vilijandas Bagdonavicius (Vilnius,Lithuania) and
	Mikhail Nikulin (Bordeaux,France/Russia) Estimation in generalized multiplicative-additive regression models

Small Coffee Break (10 min)

17.20 - 17.40	Valentin Solev (St.Petersburg, Russia)
	Limiting behavior of empirical processes based upon doubly censored data

17.40 - 18.00	Leo Gerville-Reache (Bordeaux,France) and Valentina Nikoulina (St.Petersburg, Russia)
	Analysis of the accelerated life model with step stresses by the Monte Carlo method.

C. FINANCIAL, ACTUARIAL MATHEMATICS AND STOCHASTIC ANALYSIS

15.00 - 15.20	Stefan Mittnik (Kiel, Germany) and Svetlozar Rachev (Karlsruhe, Germany/Bulgaria)
	Financial Optimization

15.20 - 15.40	Vsevolod Malinovskii (Moscow, Russia)
	Probabilities of ruin in a collective risk model with variable safety loading

15.40 - 16.00	Oleg Rusakov (St.Petersburg, Russia)
	On Mean Value of Profit for Option Holder

Small Coffee Break (10 min)

16.10 -16.30	Sergey Shorgin (Moscow , Russia)
	Asymptotic estimates of insurance tarifs

16.30 - 16.50	Natalja Smorodina (St.Petersburg, Russia)
	The Poisson analog of the multiple Wiener-Ito stochastic integral

16.50 - 17.10	Vladimir Vatutin (Moscow, Russia) and Anton Walkobinger (Frankfurt am Main, Germany)
	Spatial branching populations with long individual lifetimes

Small Coffee Break (10 min)

17.20 - 17.40	Nikolai Hovanov (St.Petersburg, Russia)
	Stochastic processes induced by random parameters: applications to economics

17.40 - 18.00	Oleg Kulchitski, Dmitri Kuznetsov (St-Petersburg, Russia)
	Analytical formulae of calculating of stochastic integrals

19.30	WELCOME PARTY. EULER INSTITUTE

25.06, morning. Euler Institute.

D. RANDOM PROCESSES AND FUNCTIONAL LIMIT THEOREMS

10.00- 10.40	Youri Davydov (Lille,France/Russia) and Vladimir Egorov (St.Petersburg, Russia)
	Functional limit theorems for induced order statistics

10.40 - 11.20	Mikhail Lifshits (St.Petersburg, Russia) and M.Weber (Strasbourg, France)
	Spectral regularization in ergodic theory and probability

Coffee Break (20 min)

11.40 - 12.00	Andrey Borodin (St.Petersburg)
	Versions of Feynman-Kac formula

12.00 - 12.20	Enzo Orsingher (Rome,Italy)
	Conditional Laws for Sojourn Times of Processes Governed by Third and Fourth Order Heat-type Equations

12.20 - 12.40	Vladimir Piterbarg (Moscow, Russia) and Jorg Haeusler (Bern, Switzerland)
	Large excursions of Fractal Brownian Motion with drift and related Gaussian processes

Small Coffee Break (10 min)

12.50 - 13.30	Werner Linde (Jena, Germany)
	Metric Entropy and Small Ball Estimates for Gaussian Processes

13.30 - 13.50	Vladimir Sudakov (St.Petersburg) and Heinrich von Weizsaecker (Kaiserslautern, Germany)
	Typical distributions: the infinite-dimensional approach

E. ANALYTICAL PROBLEMS IN PROBABILITY AND STATISTICS

10.00 - 10.40	Lawrence Shepp (Piscataway, USA)
	One-dimensional covering and packing models

10.40 - 11.20	Jonas Kubilius (Vilnius, Lithuania)
	Recent progress in probabilistic number theory

Coffee Break (20 min)

11.40 - 12.00	Lev Klebanov (St.Petersburg, Russia), Svetlozar Rachev (Karlsruhe, Germany/Bulgaria), Zeev Volkovich (Israel)
	A New Representation for the Characteristic Function of \nu- Strictly-stable Vectors

12.00 - 12.20	Abram Zinger (St.Petersburg, Russia)
	On characteristic functions of multidimensional distributions

12.20 - 12.40	Gabor Szekely (Bowling Green, USA/Hungary)
	How to transform random variables into uncorrelated ones?

Small Coffee Break (10 min)

12.50 - 13.30	Vladimir Zolotarev (Moscow, Russia)
	Some analytical problems of probability theory

LUNCH (13.50 - 15.00)

25.06, afternoon. Euler Institute

F. EXTREMUMS, ORDER STATISTICS AND RELATED PROBLEMS

15.00 - 15.40	Malcolm Leadbetter (Chapel Hill, USA)
	Coordinatewise mixing for random fields and limit theory applications

15.40 - 16.00	Josef Steinebach (Marburg, Germany)
	On the maximal excursion over runs

16.00 - 16.20	N. Balakrishnan (Hamilton,Canada) and Valery Nevzorov (St.Petersburg, Russia)
	Maxima and records in Archimedean copula processes

Coffee Break (20 min)

16.40 - 17.00	George Haiman (Lille,France)
	First passage time for some stationary processes

17.00 - 17.20	H.N. Nagaraja (Columbus, USA)
	Inter-record times in Poisson Paced models

17.20 - 17.40	Nils Lid Hjort (Oslo, Norway)
	Asymptotics for minimisers of convex processes

Small Coffee Break (10 min)

17.50 - 18.10	Ismihan Bairamov (Ankara, Turkey /Azerbaijan) and Omer Gebizlioglu (Ankara,Turkey)
	Asymptotic distributions of statistics based on order statistics, record values and invariant confidence intervals

18.10 -18.30	Boris Rogozin (Omsk, Russia) and Michael Sgibnev (Novosibirsk, Russia)
	Strong Subexponential Distributions

G.STATISTICS

15.00 - 15.40	Rafail Khasminskii (Detroit, USA/Russia)
	Statistical approach to some inverse boundary problems for PDE

15.40 - 16.00	Chris Klaassen (Amsterdam, The Netherlands)
	The information for the treatment effect in the mixed proportional hazards model vanishes

16.00 - 16.20	Alexander Tsybakov (Paris, France/Russia)
	On asymptotically exact adaptive estimation

Coffee Break (20 min)

16.40 - 17.00	Silvano Fiorin (Padova, Italy)
	Functional estimation in a Cox model for counting processes via optimization of the partial likelihood

17.00 - 17.20	Andrew Rukhin (Baltimore, USA)
	Approximate Entropy for Testing Randomness

17.20 -17.40	Pier Luigi Conti and Mauro Scanu (Rome, Italy)
	Data driven rule for the choice of the classes in tests of independence based on power-divergence statistics

Small Coffee Break (10 min)

17.50 - 18.10	Grace S. Shieh (Taipei, Taiwan), Zhidong Bai (Singapore) and Wei-Yann Tsai (New York, USA)
	Rank tests for independence with a weighted contamination alternative

18.10 - 18.30	Radu Theodorescu (Quebec, Canada/Romania)
	Estimation of Paretian law parameters

26.06, morning GOING OUT to St.Petersburg University in Peterhof

PLENARY LECTURES II
Department of Mathematics and Mechanics, Peterhof

11.20 - 11.30	Sergei Ermakov (St.Petersburg, Russia)
	Welcome Speech

11.30 - 12.10	Alexander Borovkov (Novosibirsk, Russia)
	Limit theorems for multidimensional boundary crossing problems

Small Break (10 min)

12.20 - 13.00	Anatoli Skorohod (East Lansing, USA/ Kyiv, Ukraine)
	Asymptotic analysis of randomly perturbed systems

LUNCH (13.00 - 14.30)

EXCURSION TO THE PETERHOF PALACES AND PARK

27.06, morning. EULER Institute

H. ASYMPTOTIC PROBLEMS IN PROBABILITY AND STATISTICS

10.00 - 10.40	Manfred Denker (Goettingen, Germany)
	Non Gaussian local limit theorems

10.40 - 11.00	Mikhail Gordin (St.Petersburg, Russia)
	Probabilistic extensions of dynamical systems and their applications

11.00 - 11.20	Jochem Mijnheer (Leiden, The Netherlands)
	The asymptotic distribution of a sequential estimator for the parameter in AR(1) model with stable errors

Coffee Break (20 min)

11.40 - 12.00	Alexander Nagaev (Torun,Poland/ Uzbekistan)
	On Consistent Estimation of Convex Level Surfaces

12.00 - 12.20	Sonia Petrone (Pavia, Italy)
	On consistency of the Bernstein polynomial prior

12.20 - 12.40	Gerd Christoph (Magdeburg, Germany)
	Generalized discrete Linnik distributions

12.40 - 13.00	Sergey Ananievskii (St.Petersburg, Russia)


I.STOCHASTIC PROCESSES AND RELATED QUESTIONS

10.00 - 10.20	Heinrich von Weizsaecker (Kaiserslautern, Germany)
	Identifying a graph from its random walk

10.20 - 10.40	Yana Belopolskaya (St.Petersburg, Russia)
	Invariant measures for diffusion processes in Hilbert space and time reversal

10.40 - 11.00	Vladimir Lebedev (Moscow, Russia)
	On the existence of weak solutions for stochastic differential equations with driving L2-valued measures

11.00 - 11.20	Tahir Khaniev, I.Aliev (Baku, Azerbaijan/ Turkey) and Ihsan Unver (Trabzon, Turkey)
	Additive functionals and certain probability characteristics of ergodic distributions of a semi-markovian random walk in a strip.

Coffee Break (20 min)

11.40 - 12.00	Boris Harlamov (St.Petersburg, Russia)
	Asymptotic results in inverse first exit problem for Wiener process

12.00 - 12.40	Vladimir Korolyuk (Kyiv, Ukraine)
	Problems of Singular Perturbations in Analysis of Stochastic Systems Invariant measures of diffusion processes in Hilbert space and time reversal

12.40 - 13.00	Nail Bakirov (Ufa, Russia)
	On asymptotics in a boundary problem

J. POSTER SECTION

(27.06. 13.00 - 14.00, Euler Institute)

Fazil Aliev (Baku, 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

Abderrezak Azzuz and Eduard Kudlaev (Moscow, Russia)

A similar FRECHET-RAO-CRAMER inequality in the estimation of the multivariate informative parameter by dependent observations making the decomposable statistics scheme

Alexey Baushev (St.Petersburg, Russia)

On weak convergence of probability measures

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

Svetlana Ekisheva (Syktyvkar, Russia)

The Bahadur representation of sample quantiles for stochastic associated sequences

Nadezda Gribkova (St.Petersburg, Russia)

On Bootstrap L-statistics

Tahir Khaniev, T.I.Nasirova (Baku, Azerbaijan/ Turkey) and Cemil Yapar (Trabzon, Turkey)

A study of some stationary characteristics in the model (s,S)

Irina Kozhevnikova (Moscow, Russia)

Approximation of self-similar processes with parameter H

Victor Korolev (Moscow, Russia)

Limit theorems for extremes of generalized Cox processes with applications

Dmitri Kuznetsov (St.Petersburg, Russia)

Method of expansion and approximation of multiple stochastic Stratonovich integral, which is based on multiple Fourier series on full orthonormal systems

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

Alexey Nikulin (St.Petersburg, Russia)

Approximation of infinitely-dimensional integrals with Gaussian measure

Evgeniy Ponikarov and Yakov Nikitin (St.Petersburg, Russia)

On Chernoff type large deviations for U- and V-statistics

Alexander Safronov (St.Petersburg, Russia)

Parking problem for intervals with random length

Eugene Spodarev (Moscow, Russia)

Ergodicity of a continuous polling model

Elena Tolkatcheva (St.Petersburg, Russia)

Ruin Probabilities in Crisis Situations

Ekaterina Zukova (St.Petersburg, Russia)

The Iterated Logarithm Law for increasing permutation of a Gaussian process

LUNCH (14.00 - 15.00)

27.06, afternoon. EULER INSTITUTE

K. APPLIED PROBABILITY AND STATISTICS.


15.00 - 15.40	Sergey Ermakov (St.Petersburg, Russia)

15.40 - 16.00	Vadim Serdobolskii (Moscow, Russia)
	Principle part of the quadratic risk for a class of essentially multivariate regressions

16.00 - 16.20	Alexander Orlov (Moscow, Russia)
	About development of statistics of the interval data

Coffee Break (20 min)

16.40 - 17.00	Vladimir Nekrutkin (St.Petersburg, Russia)
	Nanbu Particle Systems and Boltzmann-like Equations

17.20 - 17.40	Irina Niedecker and E.E.Brodezkaya (Moscow, Russia)
	To question about the non-correct application of the spectral analysis in the medical diagnostic apparatus

17.40 - 18.00	Tatjana Tovstik (St.Petersburg, Russia)
	On the parametric estimation of the cross correlation function

18.00 - 18.20	Elena Yenina (Voronezh, Russia)
	The accuracy of approximation of Bayes estimates of many-dimensional Gauss's random process parameters

CLOSING of the CONFERENCE

CONFERENCE DINNER. Euler Institute 19.30

28.06, morning. EULER Institute

10.00 - 14.00 ROUND TABLES (for interested persons)

28.06, afternoon. Free time and departure