International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov (December 16–17, 2019, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow)
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. 0751520191614).
Photogallery
Рoster
Abstracts
RSS:
Organizing and Program Committee
Shiryaev Albert Nikolaevich (Cochairman) Sokolov Igor' Anatol'evich (Cochairman) Holevo Alexander Semenovich Korolev Viktor Yur'evich Prokhorov Aleksandr Vladimirovich Shevtsova Irina Gennad'evna Ulyanov Vladimir Vasilievich Yaskov Pavel Andreevich
Institutions
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 birth of Yu. V. Prokhorov, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, December 16–17, 2019 


December 16, 2019 (Mon) 

1. 
Opening Albert N. Shiryaev December 16, 2019 09:50–10:00, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor





2. 
Prokhorov's theorem Albert N. Shiryaev December 16, 2019 10:00–11:00, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor





3. 
Concentration of measure and entropic convergence Friedrich Götze December 16, 2019 11:00–11:45, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor





4. 
Law of large numbers and central limit theorem in cases of uncertainty of probabilities Shige Peng December 16, 2019 12:10–12:55, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor





5. 
Poissonization inequalities for sums of independent Bvalued random variables Igor S. Borisov December 16, 2019 12:55–13:40, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor





6. 
Noncentral limit theorems for nonlinear functionals of vector valued Gaussian stationary random sequences Péter Major December 16, 2019 15:00–15:45, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor





7. 
Approximation of sums of random vectors by infinitely divisible distributions Dmitry N. Zaporozhets December 16, 2019 15:45–16:30, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor





8. 
New applied probability models and optimization problems Ekaterina V. Bulinskaya December 16, 2019 17:00–17:45, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor





9. 
Random walks with two levels of control Vladimir I. Lotov December 16, 2019 17:45–18:30, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor






December 17, 2019 (Tue) 

10. 
Greetings Igor A. Sokolov December 17, 2019 09:15–09:30, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P13 (П13)





11. 
Asymptotic results on joint variable and rank selection methods in highdimensional multivariate regression model Yasunori Fujikoshi December 17, 2019 09:30–10:15, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P13 (П13)





12. 
Goodnessoffit and symmetry tests based on characterizations, and their efficiency Yakov Yu. Nikitin December 17, 2019 10:15–11:00, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P13 (П13)





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, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P13 (П13)





14. 
Ю.В. Прохоров в жизни Alexander V. Prokhorov December 17, 2019 12:15–13:00, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P13 (П13)





15. 
Asymptotic expansions for multivariate statistics based on random size samples Gerd Christoph December 17, 2019 15:00–15:45, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P13 (П13)





16. 
On modifications of Lindeberg and Rotar conditions in central limit theorem Ernst L. Presman December 17, 2019 15:45–16:30, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P13 (П13)





17. 
Gaussian measures of large balls in statistical inference Vladimir V. Ulyanov December 17, 2019 17:00–17:45, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 1/52 Leninskie Gory, aud. P13 (П13)





