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