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)

 

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)

 

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)

 

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)

 

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)

 

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)

 

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)

 

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)

 

Ekaterina Zukova (St.Petersburg, Russia)

The Iterated Logarithm Law for increasing permutation of a Gaussian prosess