Section 12  Probability and Statistics

Section 12: Probability and Statistics

Invited Lectures

Wednesday, 19 August  H 1028

16:15 – 17:00 David John Aldous, University of California, Berkeley, USA Stochastic Coalescence (I: p.140) Chair: Friedrich Götze

17:15 – 18:00 Jayanta Kumar Ghosh, Indian Statistical Institute, Calcutta, India and Purdue University, West Lafayette, USA Bayesian Density Estimation (I: p.143) Chair: Vladimir I. Koltchinskii

Thursday, 20 August  H 1028

14:00 – 14:45 Ruth J. Williams, University of California at San Diego, La Jolla, USA Reflecting Diffusions and Queueing Networks (I: p.152) Chair: Ludwig Arnold

15:00 – 15:45 Maury D. Bramson, University of Minnesota, Minneapolis, USA State Space Collapse for Queueing Networks (I: p.141) Chair: Jennifer T. Chayes

Friday, 21 August  H 1028

16:15 – 17:00 Mark Freidlin, University of Maryland, College Park, USA Random and Deterministic Perturbations of Nonlinear Oscillators (I: p.141) Chair: Jürgen Gärtner

17:15 – 18:00 Jean-François Le Gall, DMI — École Normale Supérieure, Paris, France Branching processes, random trees and superprocesses (I: p.147) Chair: Donald Dawson

Monday, 24 August  H 1028

14:00 – 14:45 Friedrich Götze, Universität Bielefeld, Bielefeld, Germany Lattice Point Problems and the Central Limit Theorem in Euclidean Spaces (I: p.143) Chair: Richard M. Dudley

15:00 – 15:45 Marco Avellaneda (also Section 16), Courant Institute, New York University, New York, USA Inverse Problems in Quantitative Financial Modeling (I: p.140) Chair: George C. Papanicolaou

Tuesday, 25 August  H 1028

14:00 – 14:45 Alain-Sol Sznitman, ETH Zürich, Zürich, Switzerland Brownian motion and random obstacles (I: p.149) Chair: Terry J. Lyons

15:00 – 15:45 Peter Gavin Hall, Australian National University, Canberra, Australia Applications of Intentionally Biased Bootstrap Methods (I: p.144) Chair: Olaf Bunke

Probability and Statistics  Section 12

Wednesday, 26 August  H 1028

15:00 – 15:45 David Oliver Siegmund, Stanford University, Stanford, USA Genetic linkage analysis: an irregular statistical problem (I: p.148) Chair: Uwe Küchler

16:15 – 17:00 Boris Tsirelson, Tel Aviv University, Tel Aviv, Israel Within and beyond the reach of Brownian innovation (I: p.149) Chair: Yuri Kifer

17:15 – 18:00 Iain Murray Johnstone, Stanford University, Stanford, USA Oracle Inequalities and Nonparametric Function Estimation (I: p.146) Chair: Persi W. Diaconis

Short Communications and Poster Sessions

Short Communications  Wednesday, 19 August
Branching Processes  H 107

Chair: Hermann Dinges

14:00 – 14:15 Anton Wakolbinger, Johann Wolfgang Goethe Universität, Frankfurt a.M., Germany Critical branching random walks in a random medium (p.272)

14:15 – 14:30 Aubrey Wulfsohn, Warwick University, Coventry, Great Britain Branching diffusions with random offspring distributions (p.272)

14:30 – 14:45 Klaus Fleischmann, WIAS, Berlin, Germany Super-Brownian motion with a super-Brownian catalyst (p.250)

Data Analysis  H 1029

Chair: Joerg Polzehl

14:00 – 14:15 Osvaldo Marrero, Villanova University, Villanova, PA, USA Statistical analysis of seasonality in multiple groups (p.260)

14:15 – 14:30 Fernando Rosado, Departamento de Estatistica, Lisboa, Portugal On the Outlier Problem for Structured Data (p.268)

14:30 – 14:45 Vera Pawlowsky-Glahn, Universitat Politècnica de Catalunya, Barcelona, Spain Distances for multivariate spatial data analysis (p.265)

Random Walks, Discrete Structures  H 107

Chair: Klaus Fleischmann

15:00 – 15:15 Boris L. Granovsky, Dept. of Math., Technion, Israel, Haifa, Israel Spectral gap of certain continuous-time Markov processes (p.252)

15:15 – 15:30 Rainer Siegmund-Schultze, FU, Berlin, Germany Level Crossing Probabilities for Random Walks (p.269)

Distribution Theory  H 1029

Chair: Lutz Mattner

15:00 – 15:15 Tea-Yuan Hwang, National Tsing-Hua University, Hsinchu, China, Taiwan On some characterizations of population distributions (p.254)

15:15 – 15:30 Papa Ngom, Université d’Aix-Mairseille, Aix-en-Provence, France Aspect bayésien des a-distributions et application (p.263)

15:30 – 15:45 Lutz Mattner, Universität Hamburg, Hamburg, Germany What are cumulants? (p.261)

Short Communications  Thursday, 20 August
Interacting Particle Systems  H 107

Chair: Hans-Otto Georgii

16:15 – 16:30 Jochen Geiger, Universität Frankfurt, Frankfurt, Germany The genealogy of a cluster in the multitype voter model (p.251)

16:30 – 16:45 Alejandro F. Ramirez, École Polytechnique Federale de Lausanne, Lausanne, Switzerland Diffusion and saturation processes in random media (p.267)

16:45 – 17:00 Kenji Handa, Saga University, Saga, Japan A lower bound for time correlation of lattice gas (p.252)

Limit Theorems  H 1029

Chair: Ludwig Paditz

16:15 – 16:30 Alexander V. Bulinski, Moscow State University, Moscow, Russia Limit laws for arrays (p.249)

16:30 – 16:45 Oleg I. Klesov, National Technical University, Kiev, Ukraine A general form of the strong law of large numbers (p.256)

16:45 – 17:00 Michael P. Voit, Universität Tübingen, Tübingen, Germany Ultraspherical expansions and central limit theorems for unit spheres (p.271)

Particle Approximations, Stochastic Evolutions  H 107

Chair: Alfred Liemant

17:15 – 17:30 Terry J. Lyons, Imperial College of Science, London, Great Britain Branching particle approximations to smoothing and filtering (p.259)

17:30 – 17:45 Krystyna Twardowska, Warsaw University of Technology, Warsaw, Poland Applications of support theorems to invariance measure theory (p.270)

17:45 – 18:00 Wolfgang Wagner, Weierstraß Institut, Berlin, Germany Stochastic particle systems approximating the stationary Boltzmann equation (p.271)

Limit Theorems, Inequalities, and Martingales  H 1029

Chair: Sergei Nagaev

17:15 – 17:30 Anatoly N. Kochubei, Institute of Mathematics, Kiev, Ukraine Limit Theorems for Sums of p-Adic Random Variables (p.257)

17:30 – 17:45 Toshitada Shintani, Tomakomai Nat. Coll. of Technology, Hokkaido, Japan Uniform integrability of L^{1}-bounded matingales (p.269)

17:45 – 18:00 Sergei Nagaev, Sobolev Institute of Mathematiks, Novosibirsk, Russia Probability inequalities for sums of dependent Banach space valued random variables (p.263)

Short Communications  Friday, 21 August
Stochastic Processes I  H 107

Chair: Michael K.R. Scheutzow

14:00 – 14:15 Yuriy V. Kolomiets, Institute of Applied Mathematics, Donetsk, Ukraine On behavior of solutions of evolution equations perturbed by random processes (p.257)

14:15 – 14:30 Vassily A. Yaroshevsky, Central Aerohydrodynamic Institute, Zhukovsky, Moscow, Russia Estimation of large deviations of dynamic system phase (p.273)

14:30 – 14:45 Anna V. Naydonova, Kiev University, Kiev, Ukraine Analysis of Stochastic Recurrent Algorithms with the Random Reaction Time and Applications for Some Queueing Models (p.263)

Bayesian Methods  H 1029

Chair: Michael Nussbaum

14:00 – 14:15 Ammar Sarhan, Monsoura Unicersity, Mansoura, Egypt Empirical Bayes Estimators of Indexed Parameters of Exponential Families

14:15 – 14:30 Olaf Bunke, Humboldt–Universität, Berlin, Germany Asymptotic behauviour of Bayes estimates under possibly incorrect models

Stochastic Processes II  H 107

Chair: Peter Imkeller

15:00 – 15:15 Andrzej Makagon, Hampton University, Hampton, VA, USA Periodically Correlated Processes and Mackey’s Imprimitivity Theorem (p.259)

15:15 – 15:30 Boris G. Martchenko, Inst. of Electrodynamics UNAS, Kiev, Ukraine Concerning on a theorem for periodic in Slutskiy sense linear random processes (p.260)

15:30 – 15:45 Andrew Ya. Olenko, Kyiv University, Kyiv, Ukraine On some properties of correlation and spectral functions (p.264)

Stochastic Algorithms  H 1029

Chair: Peter Mathé

15:00 – 15:15 Grigori Milstein, WIAS, Berlin, Germany The probability approach to numerical solution of nonlinear parabolic equations (p.261)

15:15 – 15:30 Vadim I. Arkin, CEMI, Russian Academy of Sciences, Moscow, Russia Optimal stopping problems with restrictions (p.248)

15:30 – 15:45 Peter Mathé, Weierstraß Institut, Berlin, Germany Efficiency of Monte Carlo Integration Using Markov Chains (p.260)

Short Communications  Saturday, 22 August
Self Similarity, White Noise  H 107

Chair: Murad S. Taqqu

16:15 – 16:30 Iosif Kolumban, Babes-Bolyai University, Cluj-Napoca, Romania Invariant sets in Menger spaces (p.257)

16:30 – 16:45 Louis F. Rossi, University of Massachusetts, Lowell, MA, USA Self-similar viscous rotating vortical structures (p.268)

16:45 – 17:00 Yuh-Jia Lee, National Cheng-Kung University, Tainan, China, Taiwan Generalized White Noise Functionals on Classical Wiener Space (p.258)

Tests and Confidence Sets  H 1029

Chair: Ekkehard Glimm

16:15 – 16:30 Alejandra Cabana, IVIC — Departamento de Matematicas, Caracas, Venezuela Goodness-of-Fit Tests Based on Transformed Empirical Processes (p.249)

16:30 – 16:45 Roman Rozanski, Wroclaw University of Technology, Wroclaw, Poland Asymptotically consistent and efficient fixed-size sequential confidence sets (p.269)

16:45 – 17:00 Ekkehard Glimm, Inst. für Biometrie und Med. Fakultät Magdeburg, Magdeburg, Germany Power and admissibility of spherical multivariate tests (p.251)

Teaching in Probability  H 107

Chair: Murad S. Taqqu

17:15 – 17:30 Natalya V. Vinogradova, Karelian State Pedagogical Univ., Petrozavodsk, Russia Classical Definition of Probability (p.271)

17:30 – 17:45 Yuliya Stepanovna Mishura, Kiev University, Kiev, Ukraine Generalized stochastic integrals with application to fractional Brownian motion

Short Communications  Monday, 24 August
Liapunov Exponents  H 107

Chair: Michael K.R. Scheutzow

16:15 – 16:30 Volker Wihstutz, University of North Carolina, Charlotte, NC, USA Stability Maps for Systems with Noise Induced Stability (p.272)

16:30 – 16:45 Peter Imkeller, Humboldt–Universität, Berlin, Germany An explicit description of the Lyapunov exponents of the noisy damped harmonic oscillator (p.254)

16:45 – 17:00 Michel L.E. Rieutord, Observatoire Midi-Pyrénées, Toulouse, France A boundary value problem of mixed type in a spherical shell (p.268)

Empirical Processes and Nonparametric Inference  H 1029

Chair: Michael Nussbaum

16:15 – 16:30 Samir Ben Hariz, Université de Paris Sud, Orsay, France Uniform CLT for empirical process indexed by classes of functions (p.248)

16:30 – 16:45 Michael Jaehnisch, Weierstraß Institute, Berlin, Germany Asymptotic equivalence for a density model with independent but non identically distributed random variables (p.255)

16:45 – 17:00 Vladimir I. Koltchinskii, University of New Mexico, Albuquerque, NM, USA Empirical geometry of multivariate data: a deconvolution approach (p.257)

Large Deviations  H 107

Chair: Dmitry Ioffe

17:15 – 17:30 Esa Nummelin, University of Helsinki, Helsinki, Finland Large deviations of random vector fields with applications to economics (p.264)

17:30 – 17:45 Rolando Rebolledo, Universidad Católica de Chile, Santiago, Chile Stopping Times and Large-Deviation Principles (p.267)

17:45 – 18:00 Tzuu-Shuh Chiang, Academia Sinica, Taipei, Taiwan Large deviation of small diffusions in discontinuous media (p.250)

Statistics for Stochastic Differential Equations  H 1029

Chair: Mikhailo Yadrenko

17:15 – 17:30 Marianne Huebner, Michigan State University, East Lansing, Michigan, USA Nonparametric estimation for stochastic partial differential equations

17:30 – 17:45 Ruth Pfeiffer, University of Maryland, College Park MD, USA Statistical Problems for Stochastic Processes with Hysteresis (p.266)

17:45 – 18:00 Alexander Frolovich Taraskin, Samara State Aerospace University, Samara, Russia On problems of statistics for SDE (p.270)

Short Communications  Tuesday, 25 August
Brownian Motion I  H 107

Chair: Jean-Pierre Imhof

16:15 – 16:30 Frank B. Knight, University of Illinois, Urbana, Illinois, USA On the moments of the area functional of Brownian bridge (p.256)

16:30 – 16:45 Andrei Nikolaevich Borodin, St. Petersburg Dept. Steklov Math. Inst., St. Petersburg, Russia Distributions of functionals of a particular non-Markov process (p.249)

16:45 – 17:00 Peter Mörters, Universität Kaiserslautern, Kaiserslautern, Germany Pathwise Kallianpur Robbins laws for planar Brownian motion (p.262)

Time Series Analysis  H 1029

Chair: Alexander Frolovich Taraskin

16:15 – 16:30 Mirta Bens̆ić, Faculty of Economics, Osijek, Croatia Asymptotic properties of the least square estimators in regression models with singular errors

(p.248)

16:30 – 16:45 Uwe Hassler, Freie Universität, Berlin, Germany When Do Polynomial Regressions of Nonstationary Fractionally Integrated Processes Make Sense?

(p.252)

16:45 – 17:00 Pavel S. Knopov, V.M. Glushkov Institute of Cybernetics, Kyiv, Ukraine Asymptotic Properties of Non-Linear Estimators for Some Non-Stationary Regression Models

(p.256)

Brownian Motion II  H 107

Chair: Frank B. Knight

17:15 – 17:30 Viet Ha Hoang, University of Cambridge, Cambridge, Great Britain Singularly perturbed Dirichlet problems in randomly perforated domains (p.253)

17:30 – 17:45 Vesna Perisic, Universität des Saarlandes, Saarbrücken, Germany On some energy inequalities (p.265)

Statistics for Random Fields  H 1029

Chair: Alexander Frolovich Taraskin

17:15 – 17:30 Nikolai Leonenko, Kyiv University, Kyiv, Ukraine Parameter identification for stochastic Burgers flows via parabolic rescaling (p.258)

17:30 – 17:45 Nadiya Zinchenko, Kyiv University, Kyiv, Ukraine Asymptotic Properties of Stable Processes and Fields (p.273)

17:45 – 18:00 Molisen M. Mohammadzadeh, Tarbiat Modarres University, Tehran, Iran Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field

Short Communications  Wednesday, 26 August
Gaussian Processes  H 107

Chair: Manfred Breger

14:00 – 14:15 Krzysztof Dȩbicki, University of Wrocław, Wrocław, Poland Asymptotic of the tail distribution of supremum from a Gaussian process (p.250)

14:15 – 14:30 Tudor Sireteanu, Institute of Solid Mechanics, Bucharest, Romania An extension of Gaussian equivalent linearization (p.270)

14:30 – 14:45 Victoria Parkhomenko, Kiev University, Kiev, Ukraine Spectral representation of the scaling limit solutions of the Burgers’ equation with random data

(p.265)

Nonparametric Curve Estimation  H 1029

Chair: Joerg Polzehl

14:00 – 14:15 Renfang Jiang, Dept. of Math. Michigan Tech. Univ., Houghton, U.S.A. The mean sum of squared error of a wavelet based multinomial density estimator (p.255)

14:15 – 14:30 Eva Herrmann, Technische Universität Darmstadt, Darmstadt, Germany Visualization of empirical test results for pseudorandom number generators (p.253)

14:30 – 14:45 Hua Liang, Humboldt–Universität, Berlin, Germany Partially linear errors-in-variables model (p.258)

Poster Session  Saturday, 22 August 14:00 – 15:45  MA 144

Jaap Geluk, American University of Sharjah, Sharjah, United Arab Emirates

Second order regular variation and the domain of attraction (p.251) Werner S. Hurlimann, Winterthur, Switzerland

Comparison between extremal distributions: a conjecture and a partial proof (p.253) Takeshi Ishikawa, Shonan Institute of Technology, Kanagawa-ken, Japan

On modified maximum likelihood estimation for Rayleigh distribution (p.254) Dionis Lica, University of Agronomical Sciences, Bucharest, Romania

χ^{2}-Test for Markov Chains (p.258) Alfred Liemant, Weierstraß-Institut, Berlin, Germany

Hopping transport of charge carriers on a disordered lattice (p.259) Elina M. Moldavskaya, Cybernetical Institute NASU, Kiev, Ukraine

Minimum Contrast Estimators of Parameter of Spectral Density of Random Fields in Continuous Case (p.261) Hans-Joachim Mucha, WIAS, Berlin, Germany

Classification based on adaptive distances (p.262) Marcus L.G. Nilsson, Växjö University, Vederslöv, Sweden

Finite Probability Sequences of Large Entropy (p.264) Jörg Polzehl, WIAS, Berlin, Germany

Adaptive Image Denoising with Applications to MRI (p.266) Tiberiu V. Postelnicu, Centre for Mathematical Statistics, Bucharest, Romania

Specific Statistical Method for Binary Data (p.266) Grzegorz A. Rempala, University of Louisville, Louisville, KY, USA

Random permanents of increasing degree (p.267) Mikhailo Yadrenko, Kyiv University, Kyiv, Ukraine

Extrapolation and filtering problems for isotropic random fields (p.273)