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International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of the birth of Yu. V. Prokhorov
(December 16–17, 2019, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow)

International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of the birth of Yu. V. Prokhorov

General Information. The conference is dedicated to the 90th anniversary of the birth of Academician Yu. V. Prokhorov. The topics of the conference cover all areas of probability theory, mathematical statistics, and their applications in various fields.

Venue. On December 16, 2019, the conference will take place at the Steklov Mathematical Institute, Gubkina str. 8, Moscow, Russia. On December 17, 2019, the conference will take place at the Faculty of Computational Mathematics and Cybernetics of Moscow State University, Leninskie Gory, 1/52, Moscow, Russia.

Financial support. The conference is supported by the Simons Foundation and the Ministry of Science and Higher Education of the Russian Federation (the grant to the Steklov International Mathematical Center, Agreement no. 075-15-2019-1614).

E-mail: ,
Website: https://cs.msu.ru/en/conferences/prokhorov90

Photogallery

Рoster

Abstracts

Organizing and Program Committee
Shiryaev Albert Nikolaevich (Co-chairman)
Sokolov Igor' Anatol'evich (Co-chairman)
Holevo Alexander Semenovich
Korolev Viktor Yur'evich
Prokhorov Aleksandr Vladimirovich
Shevtsova Irina Gennad'evna
Ulyanov Vladimir Vasilievich
Yaskov Pavel Andreevich

Organisations
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Steklov International Mathematical Center


International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of the birth of Yu. V. Prokhorov, Moscow, December 16–17, 2019

December 16, 2019 (Mon)
1. Opening
Albert N. Shiryaev
December 16, 2019 09:50–10:00, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Albert N. Shiryaev
  
2. Prokhorov's theorem
Albert N. Shiryaev
December 16, 2019 10:00–11:00, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Albert N. Shiryaev
  
3. Concentration of measure and entropic convergence
Friedrich Götze
December 16, 2019 11:00–11:45, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Friedrich Götze
  
4. Law of large numbers and central limit theorem in cases of uncertainty of probabilities
Shige Peng
December 16, 2019 12:10–12:55, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Shige Peng
  
5. Poissonization inequalities for sums of independent B-valued random variables
Igor S. Borisov
December 16, 2019 12:55–13:40, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Igor S. Borisov
  
6. Non-central limit theorems for non-linear functionals of vector valued Gaussian stationary random sequences
Péter Major
December 16, 2019 15:00–15:45, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Péter Major
  
7. Approximation of sums of random vectors by infinitely divisible distributions
Dmitry N. Zaporozhets
December 16, 2019 15:45–16:30, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Dmitry N. Zaporozhets
  
8. New applied probability models and optimization problems
Ekaterina V. Bulinskaya
December 16, 2019 17:00–17:45, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Ekaterina V. Bulinskaya
  
9. Random walks with two levels of control
Vladimir I. Lotov
December 16, 2019 17:45–18:30, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor
Vladimir I. Lotov
  

December 17, 2019 (Tue)
10. Greetings
Igor A. Sokolov
December 17, 2019 09:15–09:30, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)
  
11. Asymptotic results on joint variable and rank selection methods in high-dimensional multivariate regression model
Yasunori Fujikoshi
December 17, 2019 09:30–10:15, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)
  
12. Goodness-of-fit and symmetry tests based on characterizations, and their efficiency
Yakov Yu. Nikitin
December 17, 2019 10:15–11:00, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)
  
13. An example of a financial market model obtained by Euler discretization of a continuous model
Manuel L. Esquível
December 17, 2019 11:30–12:15, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)
  
14. Ю.В. Прохоров в жизни
Alexander V. Prokhorov
December 17, 2019 12:15–13:00, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)
  
15. Asymptotic expansions for multivariate statistics based on random size samples
Gerd Christoph
December 17, 2019 15:00–15:45, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)
  
16. On modifications of Lindeberg and Rotar conditions in central limit theorem
Ernst L. Presman
December 17, 2019 15:45–16:30, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)
  
17. Gaussian measures of large balls in statistical inference
Vladimir V. Ulyanov
December 17, 2019 17:00–17:45, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P-13 (П-13)
  
 
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