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






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






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.






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







25.06, morning. Euler Institute.






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






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






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






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




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)







27.06, morning. EULER Institute






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)








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




(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





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





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