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equations

14:50–15:35 V. Paulauskas On some problems between probability

theory and functional analysis

15:35–15:50 Break

15:50–16:35 F. Gotze Asymptotic distribution of nonlinear

statistics

20-minute Talks

Limit Theorems (Auditorium 16-16)

17:00–17:20 V. V. Ulyanov On accuracy of approximations

for multivariate scale mixtures in

statistical applications

17:20–17:40 A. V. Bulinski Statistical variant of the CLT for

vector-valued random ?elds

17:40–18:00 V. Yu. Korolev On the rate of convergence to the

uniform distribution

18:00–18:10 Break

94

18:10–18:30 V. I. Piterbarg Extremes of Gaussian ?elds and

applications

18:30–18:50 I. S. Borisov Poissonian upper bounds for moments

of sums of independent random

variables

Stochastic Processes (Auditorium 15-02)

17:00–17:20 A. A. Novikov, First passage times for Ornstein–

K. A. Borovkov, Uhlenbeck type processes

E. O. Shinjikashvili

17:20–17:40 A. A. Dorogovtsev Stochastic ?ows and measure-valued

processes

17:40–18:00 A. M. Kulik Continuity of the coupling Wasserstein

metrics and existence of continuous

in probability stochastic ?ows for

Markov processes

18:00–18:10 Break

18:10–18:30 A. Yu. Pilipenko Stochastic ?ows generated by

stochastic differential equations with

interaction

Mathematical Statistics (Auditorium 15-03)

17:00–17:20 Yu. K. Belyaev, Discrete classi?ers and subsequent

V. P. Nosko estimators

17:20–17:40 J.-M. Bardet Properties and identi?cation of the

multiscale fractional Brownian motion

17:40–18:00 M. V. Boldin On sequential processes and tests of

Kolmogorov type for autoregressive

heteroscedastic models

18:00–18:10 Break

18:10–18:30 Yu. N. Tjurin, Tests for orderings of Bernoulli trials

T. A. Faliks

18:30–18:50 A. A. Makarov, Using the Kolmogorov–Smirnov

G. I. Simonova, statistics in the problems of security of

N. L. Kovba computer networks

Applications (Auditorium 15-04)

17:00–17:20 A. M. Chebotarev On nonlinear evolution equations for

occupancies under general constraints

17:20–17:40 O. V. Gulinsky Asymptotics of Varadhan-type and

quantum large deviations

95

17:40–18:00 V. Scherbakov, Stochastic particle system with non-

A. Manita local mean-?eld interaction

18:00–18:10 Break

18:10–18:30 B. A. Zalesky Extended Ising classi?er

June 18, Wednesday

45-minute Talks (Auditorium 16-24)

14:00–14:45 A. V. Skorokhod Measure-valued diffusions

14:50–15:35 L. Accardi Quantum theory and non

Kolmogorovian probabilities

15:35–15:50 Break

15:50–16:35 L. Chen Variations on a theme of Poisson

20-minute Talks

Limit Theorems and Mathematical Statistics (Auditorium 16-16)

17:00–17:20 A. Aleskeviciene, Probabilities of large deviations for

V. Statulevicius Markov chains in the approximation

(presentation by by the Poisson law

V. Paulauskas)

17:20–17:40 V. Zaiats Estimation of the response function

under random sampling

17:40–18:00 S. V. Zhulenev Large deviations: how to perceive

them?

18:00–18:10 Break

18:10–18:30 A. Yu. Zaitsev Estimates of the rate of approximation

in the CLT for L1-norm of density

estimators

18:30–18:50 P. S. Ruzankin The solution of the Monge–

Kantorovich problem for a certain

class of functionals and application to

Poissonian approximation

18:50–19:10 M. M. Lutsenko, Estimates of the parameter of the

S. G. Maloshevski binomial distribution

Stochastic Processes (Auditorium 15-02)

17:00–17:20 R. Khasminskii On averaging principle for two-scaled

diffusion processes and conditional

central limit theorem. Analytic

approach

96

17:20–17:40 M. Zahle Dirichlet forms and Markov processes

on fractals

17:40–18:00 Yu. S. Mishura Some properties of stochastic

differential equations involving

fractional Brownian motion

18:00–18:10 Break

18:10–18:30 E. Orsingher Fractional telegraph equations and

compositions of random processes

18:30–18:50 H. Fujita-Yashima Stochastic equation of population

dynamics

General Questions (Auditorium 15-03)

17:00–17:20 G. Shafer, V. Vovk The sources of Kolmogorov’s

Grundbegriffe

17:20–17:40 A. Yu. Khrennikov Quantum interference of probabilities

in Kolmogorov probabilistic

framework

17:40–18:00 I. Sonin On developments generated by a

problem of A. N. Kolmogorov in the

theory of Markov chains

18:00–18:10 Break

18:10–18:30 D. H. Mushtari The comparison principle for sums of

bounded random variables

18:30–18:50 A. M. Zubkov Computing the distrubution of sums of

random variables using Markov chains

18:50–19:10 A. O. Vorobiev, On the new notion of the average set of

O. Yu. Vorobiev random events

Applications (Auditorium 15-04)

17:00–17:20 W. G. Faris Renormalization group action on

polymers

17:20–17:40 B. L. Granovsky, On the minimal eigenvalue of the

A. I. Zeifman birth-death processes and the

respective mean-?eld models

17:40–18:00 Yu. P. Virchenko, Random point ?elds with Markovian

O. L. Spilinskaya re?nements and the stochastic

geometry of fractally disordered media

18:00–18:10 Break

97

18:10–18:30 L. G. Afanasieva Limit distribution for queue with

doubly stochastic periodic Poisson

arrival process

18:30–18:50 E. V. Bulinskaya Limit theorems for a class of stochastic

processes and optimization problems

18:50–19:10 I. A. Khalidov Representation of Gaussian reciprocal

processes of n-th order with

application in rareful gas dynamics

19:10–19:30 S. F. Yashkov On sojourn time problem in processor

sharing queue

June 19, Thursday

45-minute Talks (Auditorium 16-24)

9:30–10:15 H. Buhlmann Multidimensional actuarial valuation

10:20–11:05 E. Eberlein Application of Levy models in ?nance

11:05–11:20 Break

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