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| NRAS:New Results in Asymptotic Stochastics |
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Program
ICAMS'02: International Conference on Asymptotic
Methods in Stochastics
May 23-25, 2002
Room 103 Steacie Bldg. - Carleton University
Wednesday, May 22, 2002 - Coffee and Dessert Reception at Ramada Hotel & Suites, Oxford Room
| 9:00 | Registration & Coffee |
| 9:30 | Opening Remarks: |
| Barbara Szyszkowicz, Carleton University and Lajos Horváth, University of Utah | |
| Donald A. Dawson, Laboratory for Research in Statistics and Probability & Carleton University | |
| 10:00 | Antónia Földes, City University of New York |
| About the Measure of Heavily Visited Points of the Wiener Process | |
| 10:30 | Zhan Shi, Laboratoire de Probabilités, Université Paris VI |
| Asymptotics of Coalescing Random Walks | |
| 11:00 | Coffee |
| 11:30 |
Emanuel Parzen, Texas A&M University |
| Statistical Methods Learning and Conditional Quantiles | |
| 12:00 | Ricardas Zitikis, The University of Western Ontario Convexification of Stochastic Processes: Theory, Applications, and Problems |
| 12:30 | Lunch (see list of food services on campus) |
| 2:00 | Zdzislaw Rychlik, Maria Curie-Sklodowska University Weak Convergence of Random Sums and Maximum Random Sums Under Nonrandom Norming |
| 2:30 | Zhengyan Lin, Zhejiang University Strong Approximation of a Non-homogeneous Markov Chain |
| 3:00 | R. Jim Tomkins, University of Regina Criteria for the Almost Sure Stability of Weighted Maxima of Bounded i.i.d. Random Variables |
| 3:30 | Coffee |
| 4:00 | Josef Steinebach, University of Marburg Convergence Rates and Precise Asymptotics for Renewal Counting Processes and Some First Passage Times |
| 4:30 | Walter Philipp, University of Illinois Spooky Action at a Distance, Time Correlated Hidden Parameters and the Theorem of Bell |
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Friday, May 24, 2002
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| 9:00 | Coffee |
| 9:30 | Donald A. Dawson, Carleton University Transience-Recurrence Phenomena for Hierarchical Random Walks |
| 10:00 | Gail Ivanoff, University of Ottawa Censoring in Set-Indexed Survival Analysis |
| 10:30 | Murray D. Burke, University of Calgary Some Applications of Strong Martingales to Multivariate Statistics |
| 11:00 | Coffee |
| 11:30 | Don L. McLeish, University of Waterloo On the Joint Distribution of the Maxima and Minima of two or more Brownian Motion Processes |
| 12:00 | Reg Kulperger, The University of Western Ontario Stochastic Finance: Discrete Time Processes and Risk Neutral Pricing |
| 12:30 | Lunch (see list of food services on campus) |
| 2:00 | Qi-Man Shao, University of Oregon What is the Probability that a Random Polynomial has no Real Root |
| 2:30 | Wenbo Li, University of Delaware Recent Developments on Lower Tail Probabilities for Gaussian Processes |
| 3:00 | Giovanni Peccati, University of Paris VI Hardy's Inequality in L2([0,1]) and Principal Values of Brownian Local Times |
| 3:30 | Coffee |
| 4:00 | Kilani Ghoudi, Université du Québec à Trois-Rivières and Bruno Rémillard, École des Hautes Études Commerciales Empirical Processes Based on Pseudo-Observations II: The Multivariate Case |
| 4:30 | André Dabrowski, University of Ottawa Asymptotic Conditional Distribution of the H-Coefficient in Non-parametric Unfolding Models |
| 6:30 pm | Banquet (Oxford Room, Ramada Hotel & Suites) |
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Saturday, May 25, 2002
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| 9:00 | Coffee |
| 9:30 | Davar Khoshnevisan, University of Utah Random Walks Indexed by Sparse Trees |
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10:00 |
Piotr Kokoszka, Utah State University Subsampling Heavy-tailed Observations |
| 10:30 | Hao Yu, The University of Western Ontario Analyzing Residual processes of (G)ARCH Time Series Models with Applications |
| 11:00 | Coffee |
| 11:30 | Lajos Horváth, University of Utah Monitoring Structural Change |
| 12:00 | Boris E. Brodsky, Moscow, Russia and LRSP A Priori Informational Inequalities in Change-Point Problems |
| 12:30 | Lunch (provided in Room 4331 and the Macphail Room, Herzberg) |
| 200 | Edit Gombay, University of Alberta Sequential Change Detection and Estimation |
| 2:30 | Qiying Wang, The Australian National University Change-point Analysis Based on Self-normalization |
| 3:00 | Giseon Heo, University of Alberta Nonparametric Tests for Comparing Two Treatments in Sequential Trials |
| 3:30 | Majid Mojirsheibani, Carleton University Some Results on Sums of Unbounded Mixing Random Variables |
| 4:00 | Closing Reception |
For more information please contact our Coordinator:
Gillian S. Murray, Coordinator