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Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis"
(February 16–17, 2012, Steklov Mathematical Institute, Conference Hall, 9th floor, Moscow)

The scientific program of the session covers the following topics: probabilities on algebraic structures; random walks on groups; multidimensional principle of invariance and its infinite-dimensional generalizations; stochastic differential equations and Brownian motion; classical and quantum entropy and methods of convex analysis; noncommutative probability and its applications in quantum information theory.

Photogallery of the conference

Organizers
Holevo Alexander Semenovich
Ibragimov Il'dar Abdullovich
Shiryaev Albert Nikolaevich
Vershik Anatolii Moiseevich

Organisations
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences


Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis", Moscow, February 16–17, 2012

February 16, 2012
1. Random walk at random scenery, past of the Markov processes and scaling entropy
A. M. Vershik
February 16, 2012 10:00, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
A. M. Vershik
  
2. The factorization of a discrete harmonic measure and the discrete Beurling estimate for a random walk
D. S. Chelkak
February 16, 2012 11:40, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
D. S. Chelkak
  
3. On strong and weak solutions to the stochastic differential equations with degenerating diffusion
A. N. Shiryaev
February 16, 2012 14:00, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
A. N. Shiryaev
  
4. The central limit theorem for random fields
Al. V. Bulinski
February 16, 2012 15:00, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
Al. V. Bulinski
  
5. Expectations of quantum observables in the representation of symplectic quantum tomography
G. G. Amosov
February 16, 2012 17:10, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
G. G. Amosov
  
6. Multitype branching processes in a random environment
E. E. D'yakonova
February 16, 2012 17:40, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
E. E. D'yakonova
  

February 17, 2012
7. Estimates for a strong approximation in the multidimensional invariance principle
A. Yu. Zaitsev
February 17, 2012 10:00, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
A. Yu. Zaitsev
  
8. Zeros of random polynomials of one or several variables
D. N. Zaporozhets
February 17, 2012 11:20, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
D. N. Zaporozhets
  
9. The Hoeffding inequality and probability density of infinite convolutions of distributions
P. A. Yaskov
February 17, 2012 12:00, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
P. A. Yaskov
  
10. Entropic characteristics of Markov operators and the additivity problem
A. S. Holevo
February 17, 2012 14:00, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
A. S. Holevo
  
11. Output entropy of quantum channels and operations
M. E. Shirokov
February 17, 2012 15:00, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
M. E. Shirokov
  
12. Some functional analytic problems related to the utility maximization problem
A. A. Gushchin
February 17, 2012 16:00, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
A. A. Gushchin
  
13. The fractal Brownian motion: a new representation and its corollaries
A. A. Muravlev
February 17, 2012 16:40, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
A. A. Muravlev
  
14. On the Chernoff problem of sequential discrimination between hypotheses on the drift of Brownian motion
M. V. Zhitlukhin
February 17, 2012 17:10, Moscow, Steklov Mathematical Institute, Conference Hall, 9th floor
M. V. Zhitlukhin
  
 
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