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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 the 85-th Birthday of Yu. V. Prokhorov is organized by the Steklov Mathematical Institute and Faculty of Computational Mathematics and Cybernetics of Moscow State University from 12 to 14 of February, 2015. It will be only invited talks for 45 minutes each.

Website: https://en.cs.msu.ru/conferences/prokhorov85

Program Committee
Shiryaev Albert Nikolaevich (Chairman)
Korolev Viktor Yur'evich (Co-chairman)
Bulinski Alexander Vadimovich
Holevo Alexander Semenovich
Ulyanov Vladimir Vasilievich

Organizing Committee
Shiryaev Albert Nikolaevich (Chairman)
Korolev Viktor Yur'evich (Co-chairman)
Shevtsova Irina Gennad'evna (Secretary)
Bulinski Alexander Vadimovich
Holevo Alexander Semenovich
Naumov Aleksei Aleksandrovich
Nefedova Yulia Sergeevna
Ulyanov Vladimir Vasilievich

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


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 (Thu)
1. Opening Ceremony
A. N. Shiryaev
February 12, 2015 10:00–10:45, Moscow, Steklov Mathematical Institute, Gubkina str., 8 		A. N. Shiryaev
  
2. Entropy Expansions in Probability
F. Götze
February 12, 2015 10:45–11:30, Moscow, Steklov Mathematical Institute, Gubkina str., 8 		F. Götze
  
3. Signatures
N. Balakrishnan
February 12, 2015 11:45–12:30, Moscow, Steklov Mathematical Institute, Gubkina str., 8 		N. Balakrishnan
  
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 		A. I. Sakhanenko
  
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 		M. E. Shirokov, A. S. Holevo
  
6. Interaction and Limitation in Branching Processes
P. Jagers
February 12, 2015 15:30–16:15, Moscow, Steklov Mathematical Institute, Gubkina str., 8 		P. Jagers
  
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 		G. О. Н. Katona
  
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 		A. N. Tikhomirov
  
9. Prokhorov Memorial Lecture
E. L. Presman
February 12, 2015 18:00–18:45, Moscow, Steklov Mathematical Institute, Gubkina str., 8 		E. L. Presman
  

February 13, 2015 (Fri)
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. P-8a 		I. A. Ibragimov
  
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. P-8a 		P. Embrechts
  
12. Cramer Type Moderate Deviations of Normal and Non-normal 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. P-8a 		Q. M. Shao
  
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. P-8a 		M. A. Lifshits
  
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. P-8a 		I. S. Borisov
  
15. Asymptotic Theory for the Largest Eigenvalues of The Sample Autocovariance Function of High-Dimensional 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. P-8a 		T. Mikosch
  
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. P-8a 		Y. Fujikoshi
  
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. P-8a 		V. I. Bogachev
  

February 14, 2015 (Sat)
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. P-8a 		G. Christoph
  
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. P-8a 		A. Yu. Zaitsev
  
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. P-8a 		V. Yu. Korolev
  
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. P-8a 		K. A. Borovkov
  
22. Two-Dimensional Fused-Lasso with Non-Convex Penalty
Bing-Yi Jing
February 14, 2015 14:45–15:30, Moscow, Moscow State University, Faculty of Computational Mathematics and Cybernetics, Leninskie Gory, 1/52, aud. P-8a 		Bing-Yi Jing
  
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. P-8a 		I. G. Shevtsova
  
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. P-8a 		E. V. Bulinskaya
  
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. P-8a 		V. V. Ulyanov, A. A. Naumov
  
 
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