PLENARY SPEAKERS
(Plenary talks - 60 minutes)

Prof. Dimitris N. Politis    Department of Mathematics, University of   California, San Diego, La Jolla, CA, USA    Lecture title: "Model-free Model-fitting and   Predictive Distributions"   Read more about Prof. Dimitris N. Politis

Prof. Dr. Alfredas Račkauskas    Vilnius University, Probability Theory and   Statistics Department   Lecture title: "Asymptotics of random   polygonal lines"   Read more about Prof. Dr. Alfredas   Račkauskas

Prof. Bernard Silverman    Oxford University, UK   Lecture title: "Smoothing the absolute   loadings in principal components   analysis, with applications to genome   wide association data"   Read more about Prof. Bernard Silverman

Prof. Richard M. Dudley   MIT Cambridge, USA       Lecture Title: "Differentiability, norms, and p-variation"   Read more about Prof. Richard M. Dudley

 

- SECTION I. LIMIT THEOREMS -

Session: Probabilistic Number Theory (1)

Organizers: J. Kubilius and E. Manstavičius
Invited speakers:
• J. Steuding (Würzburg University, Germany) Probabilistic approaches to Riemann's zeta-function and its relatives
• Ch. Mauduit (Institut de Mathématiques de Luminy, France)


Session: Limit Theorems (2)

Organizers: Yu. Davydov and V. Paulauskas
Invited speakers:
• M. Gordin (Petersburg, Russia) Stationary fields, martingale approximation, tensor spaces and von Mises statistics
• A.Bulinski (Moscow state University, Russia) Limit theorems for random fields and their applications
• Yu. Davydov (University of Lille) and V. Paulauskas (Vilnius University) Limit theorems for linear random processes and fields via Beveridge-Nelson decomposition
• Giovanni Peccati (Paris X) Universal Gaussian fluctuations on Wiener chaos

Session: Small Ball Probabilities (3)

Organizer: M. Lifshits
Invited speakers:
• F. Aurzada (Technische Universtät, Berlin, Germany) One-sided exit problem for integrated Levy processes and random walks
• W. Li (University of Delaware, USA) Small ball techniques in the study of local time
• T. Simon (University of Lille, France) Some series representations associated with spectrally negative stable processes
• M. Lifshits (St. Petersburg State University, Russia) Small deviations of smooth stationary processes


Session: Inequalities, Large Deviations (4)

Organizer: V. Bentkus
Invited speakers: TBC


Session: Random Matrices (5)

Organizer: F. Götze (Bielefeld)
Invited speakers:
• H. Kösters (University of Bielefeld, Germany) Some results on random covariance matrices
• M. Stolz (Ruhr University of Bochum, Germany) Random matrices and symmetric spaces
• F. Götze (University of Bielefeld, Germany) Asymptotic approximations in free probability and random matrices.


- SECTION II. RANDOM PROCESSES -

Session: Branching Processes (1)

Organizer: S. Sagitov
Invited speakers:
• A. Lambert (Univ Paris 6, France) Crump-Mode-Jagers processes with Poissonian mutations
• V. Wachtel (Technische Universität München, Deutschland) Critical Galton-Watson process without further moments
• S. Sagitov (Chalmers University of Technology, Sweden) Skeletons of near-critical branching processes
• P. Jagers (Chalmers University of Technology and University of Gothenburg, Sweden) Persistence versus Extinction



Session: Stable Processes (2)

Organizer: G. Samorodnitsky
Invited speakers:
• B. Das (ETH Zurich, Switzerland) Conditioned Limit Laws in Extremes
• M. Grabchak (Cornell University, USA) Financial Returns, Tempered Heavy Tails, and Prelimit Theorems
• F. Lindskog (KTH Stockholm, Sweden) Cramer-Wold theorems for measures



Session: Stochastic Flows (3)

Organizer: A. A. Dorogovtsev
Invited speakers:
• P. Kotelenez (Case Western Reserve University, USA) Stochastic flows and signed measure valued SPDEs with applications to 2D fluid mechanics
• A. Pilipenko (Institute of Mathematics, Ukraine) Stochastic reflecting flows
• A. Dorogovtsev (Institute of Mathematics, Ukraine) Chaos decomposition for stochastic flows


Session: Lévy Processes (4)

Organizer: B. Grigelionis
Invited speakers:
• M. Riedle (University of Manchester, UK) Stochastic Integration for Levy processes in Banach Spaces
• B. Grigelionis (Institute of Mathematics and Informatics, Vilnius) Extending the Thorin class
• M. Maejima (Keio University, Japan) Classes of infinitely divisible distributions on R^d, their characterizations and related topics.
• Z. J. Jurek (University of Wroclaw, Poland) The Random Integral Representation Conjecture: a quarter of a century later
• A. Lindner (TU Braunschweig, Germany) Distributional properties of stationary solutions of some generalised Ornstein-Uhlenbeck processes (joint work with Ken-iti Sato)

Session: Rough Paths (5)

Organizer: R. Norvaiša
Invited speakers:
• V. Vovk (University of London, UK) Rough paths in idealized financial markets
• R. Blei (University of Connecticut, Storrs, CT, USA) Combinatorial dimension and p-variation: measurements of  interdependence in a stochastic context
• D. Surgailis (Institute of Mathematics and Informatics, Vilnius) Measuring the roughness of random paths and nonparametric estimation of the local Hurst function
• Y. Mishura (Kyiv National Taras Shevchenko University, Ukraine) Stochastic differential equations involving fractional Brownian motion



- SECTION III. STATISTICAL INFERENCE -

Session: Long Memory (1)

Organizer: D. Surgailis
Invited speakers:
• P. Abry (CNRS, Ecole Normale Supérieure de Lyon, France) Wavelet Leader multifractal Analysis and Bootstrap; Synthesis of Multivariate Non-Gaussian LRD Series
• H. L. Koul (Michigan State University, USA) Goodness-of-fit testing under long memory
• P. Soulier (Université Paris 10, France) Extremal properties of the long memory stochastic volatility process
• N. Leonenko (Cardiff University, UK)  Fractal activity time models for risky asset with long-range dependence                                         

 

Session: Survival Analysis and Reliability (2)

Organizer: V. Bagdonavičius
Invited speakers:
• N. Limnios (Compiégne University of Technology, France) Some results on reliability of semi-Markov systems.
• N. Keiding (University of Copenhagen, Denmark) Estimation of Waiting Time Based on Current Duration

 

Session: Survey Sampling (3)

Organizer: G. Kulldorff
Invited speakers:
• J. Breidt (Colorado State University, USA) Penalized Balanced Sampling
• C. Goga (University of Burgundy, France) Nonparametric Estimation for Nonlinear Parameters in Presence of Auxiliary Information.
• Ch. Skinner (University of Southampton, UK), Estimating Frequencies of Frequencies.

 

Session: Empirical Processes (4)

Organizer: R.M. Dudley
Invited speakers:
• P. Bartlett (University of California, Berkeley, USA) l₁-regularized linear regression: persistence and oracle inequalities
• S. Boucheron (Université Paris 7, France) Self-bounding functions, Talagrand's convex distance inequality
• E. Giné (University of Connecticut, Storrs, CT, USA) Sup-norm adaptive density estimation

 

Session: Functional Data Analysis (5)

Organizer: A. Mas
Invited speakers:
• H. Cardot (University of Bourgogne, France) Survey sampling and functional data analysis
• L. Delsol (University of Orléans, France) Testing structural assumptions in regression on functional variable

- SECTION IV. APPLICATIONS -

 

Session: Econometrics (1)

Organizer: K.M. Abadir
Invited speakers:
• M. Rockinger (University of Lausanne, Switzerland and CEPR) Fourth Order Pseudo Maximum Likelihood Methods (joint with A. Monfort and A. Holly)
• V. Corradi (University of Warwick, UK) Nonparametric Nonstationary and Nonparametric Cointegrated Regression: Automated Bandwidth Selection (joint with F. Bandi and D. Wilhelm)
• K. Abadir (Imperial College London, UK) Model-Free Estimation of Large Variance Matrices (joint with W. Distaso and F.Žikeš)


Session: Random Graph Theory (2)

Organizer: M. Karoński
Invited speakers:
• G. Brightwell (London School of Economics, UK) Concentration of measure for degrees of vertices in web graphs
• C. Cooper (King's College London, UK) Multiple random walks and interacting particle system
• A. Ruciński (Adam Mickiewicz University, Poland) Upper tails for rooted subgraphs of random graphs
• N. Wormald (University of Waterloo, Canada) Methods and results for random regular graphs

 

Session: Random Structures (3)

Organizer: M. Luczak
Invited speakers:
• S. Gnedin (University of Utrecht, The Netherlands) Exchangeable Gibbs partitions
• M. Luczak (London School of Economics, UK) Order-invariant Measures on Causal Sets
• M. Penrose (University of Bath, UK) Percolation and limit theory for the Poisson lilypond model
• M. Deijfen (University of Stockholm, Sweden) Preferential attachment models and general branching processes

 

Session: Insurance Mathematics (4)

Organizer: P. Embrechts
Invited speakers:
• H. Albrecher (University of Lausanne, Switzerland) On the discounted penalty function in collective risk theory
• H. Schmidli (Universitaet Koeln, Deutschland) Optimal Dividends and Capital InjectionProblems in Insurance
• P. Embrechts (ETH Zurich, Switzerland)

 

Session: Mathematical Methods in Finance and Economics (5)

Organizer: R. Leipus
Invited speakers:
• M. Jeanblanc (Université d'Évry Val d'Essonne, France) Construction of default time with a given survival probability
• E. Valkeila (Aalto Universty, Finland) fBM in finance - new observations