International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov (February 12–14, 2015, Moscow)

International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov, Moscow, February 12–14, 2015 


February 12, 2015 

1. 
Opening Ceremony A. N. Shiryaev February 12, 2015 10:00–10:45, Moscow, Steklov Mathematical Institute, Gubkina str., 8





2. 
Entropy Expansions in Probability F. Götze February 12, 2015 10:45–11:30, Moscow, Steklov Mathematical Institute, Gubkina str., 8





3. 
Signatures N. Balakrishnan February 12, 2015 11:45–12:30, Moscow, Steklov Mathematical Institute, Gubkina str., 8





4. 
On Asymptotics and Estimates for Generalized Prokhorov Distance in Invariance Principle A. I. Sakhanenko February 12, 2015 12:30–13:15, Moscow, Steklov Mathematical Institute, Gubkina str., 8





5. 
On Compactness of Families of Probability Measures on the Set of Quantum States M. E. Shirokov, A. S. Holevo February 12, 2015 14:45–15:30, Moscow, Steklov Mathematical Institute, Gubkina str., 8





6. 
Interaction and Limitation in Branching Processes P. Jagers February 12, 2015 15:30–16:15, Moscow, Steklov Mathematical Institute, Gubkina str., 8





7. 
Large Intersecting Families in a Finite Set G. О. Н. Katona February 12, 2015 16:30–17:15, Moscow, Steklov Mathematical Institute, Gubkina str., 8





8. 
Inequalities for the Moments of Quadratic Forms A. N. Tikhomirov February 12, 2015 17:15–18:00, Moscow, Steklov Mathematical Institute, Gubkina str., 8





9. 
Prokhorov Memorial Lecture E. L. Presman February 12, 2015 18:00–18:45, Moscow, Steklov Mathematical Institute, Gubkina str., 8






February 13, 2015 

10. 
On the Estimation of the Intensity Density Function Of Poisson Random Field outside of the Observation Region I. A. Ibragimov February 13, 2015 10:00–10:45, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





11. 
Risk Aggregation under Dependence Uncertainty P. Embrechts February 13, 2015 10:45–11:30, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





12. 
Cramer Type Moderate Deviations of Normal and Nonnormal Approximation Q. M. Shao February 13, 2015 11:45–12:30, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





13. 
Least Energy Functions Accompanying Brownian Motion M. A. Lifshits February 13, 2015 12:30–13:15, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





14. 
Invariance Principle and Probability Inequalities for Canonical von Mises' Statistics of Dependent Observations I. S. Borisov February 13, 2015 14:45–15:30, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





15. 
Asymptotic Theory for the Largest Eigenvalues of The Sample Autocovariance Function of HighDimensional Heavy–Tailed Time Series T. Mikosch February 13, 2015 15:30–16:15, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





16. 
Explicit and Computable Error Bounds for Asymptotic Expansions of the Distribution Functions of Some Multivariate Statistics Y. Fujikoshi February 13, 2015 16:30–17:15, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





17. 
Prokhorov's Theorem and the Topology of Spaces of Probability Measures V. I. Bogachev February 13, 2015 17:15–18:00, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a






February 14, 2015 

18. 
Differences in Limit Theorems in Case of Normal Or Non–Normal Stable Limit Distributions G. Christoph February 14, 2015 10:00–10:45, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





19. 
Some Results Concerning the Sums of Independent Random Vectors A. Yu. Zaitsev February 14, 2015 10:45–11:30, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





20. 
Normal Mixture Models: Prokhorov's Ideas and Some Recent Results V. Yu. Korolev February 14, 2015 11:45–12:30, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





21. 
Continuity Problems in Boundary Crossing Problems K. A. Borovkov February 14, 2015 12:30–13:15, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





22. 
TwoDimensional FusedLasso with NonConvex Penalty BingYi Jing February 14, 2015 14:45–15:30, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





23. 
Some Recent Results in the Field of Accuracy of the Normal Approximation to Sums of Independent Random Variables I. G. Shevtsova February 14, 2015 15:30–16:15, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





24. 
Generalized Renewal Processes. The Limit Behavior and Applications E. V. Bulinskaya February 14, 2015 16:30–17:15, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





25. 
On Polynomials in Random Elements V. V. Ulyanov, A. A. Naumov February 14, 2015 17:15–18:00, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P8a





