SCIENTIFIC PROGRAMS AND ACTIVITIES

November 26, 2014
July 3-6, 2012
Fields Institute International Symposium on Asymptotic Methods in Stochastics,
in Honour of Miklós Csörgő's Work
on the occasion of his 80th birthday


Members of the Organizing Committee
Donald Dawson (Honorary Chair),(Carleton University)
Rafal Kulik (Chair) (University of Ottawa)
Mohamedou Ould Haye, Barbara Szyszkowicz, Yiqiang Q. Zhao (Carleton University)


Photo by Joy Cummings
Registration 0n-site July 3
Fee: $200, $100 for postdocs & graduate students
Additional reception tickets: $30
(fees include receptions, lunches, coffee breaks and local bus tickets)
Draft Schedule A map of the Carleton Campus
is available here
Accommodation in Ottawa
Confirmed Participants Directions to Carleton Other Accommodation Resources


In 2012 Professor Miklós Csörgő will be celebrating his 80th birthday, as well as his 50 years of continuous publications in Stochastics (Probability and Statistics) since 1962. On this occasion there will be an International Symposium on Asymptotic Methods in Stochastics. The symposium is part of our ongoing series of workshops at Carleton University, organized with annually varying themes in diverse areas of probability and stochastic processes.

The symposium will honour 50 years of Professor Miklós Csörgő's research in Probability Theory, Stochastic Processes and Mathematical Statistics. The topics of the conference can be broadly described as Asymptotic Methods in Stochastics. Among others, the invited speakers will discuss:

  • limit theorems and invariance principles;
  • strong and weak approximation methods;
  • empirical and quantile processes;
  • change-point analysis;
  • self-normalized partial sums processes;
  • path properties of Gaussian and related stochastic processes;
  • theory of random walks and their applications;
  • times series analysis (weak and long range dependence, GARCH sequences);
  • functional data analysis;
  • simulation, computational probability and statistics;
  • U-statistics and bootstrap methods;
  • applications in econometrics and finance.

Location

Conference location: Carleton University, Room 360 Tory Building, "the Egg"

The reception/dinner is arranged for Wednesday from 17:00 until 21:00.
Location: Commons Conference Room in Residence Commons Building, Carleton University.

Registration:

There is a registration fee of $200 CAD. The fee covers: welcome gathering (Monday afternoon), four lunches (Tuesday-Friday), coffee breaks (Tuesday-Friday), the reception (dinner on Wednesday), wine and cheese at the end of the event and bus tickets.

There is a reduced fee of $100 CAD for graduate students and postdocs.

Reception: It will take place on July 4th (Wednesday). Cost is included in the registration fee. Additional tickets can be purchased at the cost of $30.

***There will also be a poster session available for interested participants, including graduate students and postdoctorals.

Accommodation:

Most of participants will stay in the Business Inn hotel. However, at this moment we can no longer guarantee room availability in the hotel.

Business Inn
180 MacLaren Street (at Elgin), Ottawa, Ontario, Canada K2P 0L3
Telephone: (613)232-1121
Toll-Free (Canada & US): 1(800)363-1777
Fax: (613)232-8143

Abstracts of the talks available here

Final Program

    Tuesday 3 July
    8:25 Shuttle bus from Business Inn hotel
    09:00-09:30 On-site registration and coffee
    09:30-09:45 Opening remarks
    Barbara Szyszkowicz (Carleton University)
    Malcolm Butler ( Dean of Faculty of Science, Carleton University)
    Patrick Farrell (Director, School of Mathematics and Statistics, Carleton University)
    09:45-10:15 . Dawson (Carleton University)
    Path properties of fifty years of research in Probability and Statistics: a tribute to Miklós Csörgo
    10:15-11:15 Miklós Csörgo (Carleton University Asymptotic Methods in Stochastics)
    Asymptotic Methods in Stochastics
    11:15-11:30 Coffee break
    11:30-13:00 Hungarian random walk
    11:30-12:00 Endre Csáki (Alfréd Rényi Institute of Mathematics)
    Results and problems for anisotropic random walk on the plane I
    12:00-12:30 Antonia Földes (College of Staten Island, CUNY)
    Results and problems for anisotropic random walk on the plane II
    12:30-13:00 Pál Révész (Alfréd Rényi Institute of Mathematics and Technische Universitat Wien)
    On the area of the largest square covered by a comb-random-walk
    13:00-14:00 Lunch break
    14:00-15:30 Change-point analysis
    14:00-14:30 Lajos Horváth (University of Utah)
    Change--point detection in panel data

    14:30-15:00

    Josef G. Steinebach (University of Cologne)
    On the Reaction Time of Moving Sum Detectors

    15:00-15:30

    Edit Gombay (University of Alberta)
    Sequential monitoring and change detection
    15:30-15:50 Coffee break
    15:50-17:20 Simulations and Studentizations
    15:50-16:20 Don McLeish (University of Waterloo)
    Almost exact simulations using Characteristic Functions
    16:20-16:50 Yuliya Martsynyuk (University of Manitoba)
    Invariance Principles for a Multivariate Student Process in the Generalized Domain of Attraction of the Multivariate Normal Law
    16:50-17:20 Masoud Nasari (Carleton University)
    Central Limit Theorems for Randomized Partial sums
    17:30 Shuttle bus to Business Inn hotel
    Wednesday, 4 July
    8:45 Shuttle bus from Business Inn hotel
    09:30-11:00 Short and long range dependence, random walks in random environment
    09:30-10:00 Murray Rosenblatt (UC San Diego)
    Short range and long range dependence

    10:00-10:30

    István Berkes (Graz University of Technology)
    Weakly dependent processes in analysis
    10:30-11:00 Tom Salisbury (York University)
    Random walk in degenerate random environment
    11:00-11:30 Coffee break
    11:30-13:00 Change-point analysis
    11:30-12:00 Herold Dehling (Ruhr-University Bochum)
    Nonparametric Change-Point Tests for Long-Range Dependent Data
    12:00-12:30 Murray Burke (University of Calgary)
    Survival Models with Staggered Entries: A Change-Point Problem
    12:30-13:00 Martin Wendler, Ruhr-University Bochum)
    Robust Change Point Detection under Dependence
    13:00-14:00 Lunch break
    14:00-15:30 Modeling in Statistics, large and finite sample properties
    14:00-14:30 Emmanuel Parzen (Texas A&M University)
    Modeling, dependence, classification, united statistical science, many cultures
    14:30-15:00 J.N.K. Rao (Carleton University)
    Large Sample Theory for Sampling from Finite Populations: an overview
    15:00-15:30 Jana Jurecková (Charles University in Prague)
    Asymptotics versus finite-sample in statistical estimation
    15:30-15:50 Coffee break
    15:50-16:50 Markov Processes and Random Walk
    15:50-16:20 Zhan Shi (Université Paris VI)
    Martingales in a branching random walk
    16:20-16:50 Peter Glynn (Stanford University)
    A Flexible Point Process Model for Describing Arrivals to a Service Facility
    17:00-21:00 Reception/Dinner
    Commons Conference Room in Residence Commons Building, Carleton University
    21:10 Shuttle bus to Business Inn hotel
    Thursday, 5 July
    8:45 Shuttle bus from Business Inn hotel
    9:30-11:00 Martingale methods
    09:30-10:00 Marc Yor (Université Paris VI)
    Peacocks and associated martingales
    10:00-10:30 Qiying Wang (University of Sydney)
    Martingale limit theorem revisited and non-linear cointegrating regression
    10:30-11:00 Gail Ivanoff (University of Ottawa)
    Martingale methods for planar point processes
    11:00-11:30 Coffee break
    11:30-13:00 Stochastic Methods
    11:30-12:00 Zhengyang Lin (Zhejiang University)
    Weak convergence to stochastic integrals
    12:00-12:30 Raluca Balan (University of Ottawa)
    A functional limit theorem for linear sequences with heavy tails, in a non-Skorohod topology
    12:30-13:00 Shui Feng (McMaster University)
    Gamma-Dirichlet Structure
    13:00-14:00 Lunch break
    14:00-15:30 Probabilistic methods in stochastics

    14:00-14:30

    Richard Dudley (MIT)
    On p-variation and differentiability in survival analysis

    14:30-15:00

    Qi-Man Shao (Hong Kong University of Science & Technology)
    Testing for Independence and m-Dependence in High and Ultra-High Dimension

    15:00-15:30

    Reg Kulperger (University of Western Ontario)
    Rare Multinomial and A Poisson Limit Law


    15:30-15:50

    Coffee break

    15:50-16:50

    Risk and survival analysis
    15:50-16:20 Alexander Bulinski (Lomonosov Moscow State University)
    New Statistical Methods for Analysis of Complex Diseases Risks
    16:20-16:50 Susana Rubin-Bleuer (Statistics Canada)
    Counting processes, survival analysis and the joint design-model space
    17:15 Shuttle bus to Business Inn hotel and National Gallery (Van Gogh exhibition)
    Friday, 6 July
    8:45 Shuttle bus from Business Inn hotel
    9:30-11:00 Modeling and analysis of complex processes
    9:30-10:00 David Brillinger (University of California, Berkeley)
    Stochastic Gradient Systems: Some Properties and Some Applications
    10:00-10:30 Karl Grill (TU Wien)
    On the ergodic properties of a simple model from statistical Mechanics
    10:30-11:00 Peter March (Ohio State University)
    Models of semiflexible polymers in dilute solution
    10:30-11:00 Coffee break
    11:30-13:00 Convergence of random sequences
    11:30-12:00 Magda Peligrad (University of Cincinnati)
    Asymptotic Properties of Linear Processes with Long Memory
    12:00-12:30 Wei Biao Wu (University of Chicago)
    A Sharp Strong Invariance Principle For Stationary Processes
    12:30-13:00 Deli Li (Lakehead University)
    A Refinement of the Kolmogorov-Marcinkiewicz-Zygmund Strong Law of Large Numbers
    13:00-14:00 Lunch break
    14:00-15:50 Asymptotic methods for self-normalized sums and time series
    14:00-15:30 Dianliang Deng (University of Regina)
    Precise asymptotics in the deviation probability series of self-normalized sums
    14:30-15:00 Bruno Remillard (HEC Montreal)
    Empirical processes for consecutive residuals of ARMA models and its applications
    15:00-15:30 Hao Yu (University of Western Ontario)
    Goodness-of-fit Test for the Error Distribution of Nonstationary Autoregressive Models
    15:30-17:30 Informal wine & cheese

    Confirmed Participants as of June 27, 2012

    Full Name University Name
    Alvo, Mayer University of Ottawa
    Balan, Raluca University of Ottawa
    Berkes, István Graz University of Technology
    Brillinger, David University of California, Berkeley
    Bulinskaya, Ekaterina Lomonosov Moscow State University
    Bulinski, Alexander Lomonosov Moscow State University
    Burke, Murray University of Calgary
    Chen, Bin Smart Value Holdings Inc.
    Csáki, Endre Alfréd Rényi Institute of Mathematics
    Dai, Hongshuai* Carleton University
    Dawson, Donald Carleton University
    Deheuvels, Paul UPMC - Université Paris 6
    Dehling, Herold Ruhr-University Bochum
    Demerrius, Davina EarthSea
    Deng, Dianliang University of Regina
    Dorea, Chang University of Brasilia
    Dudley, Richard Massachusetts Institute of Technology
    Feng, Shui McMaster University
    Foldes, Antonia College of Staten Island
    Glynn, Peter W. Stanford University
    Gombay, Edit University of Alberta
    Greenwood, Priscilla* University of British Columbia
    Grill, Karl TU Wien
    Horváth, Lajos University of Utah
    Ivanoff, B. Gail University of Ottawa
    Jureckova, Jana Charles University in Prague
    Kulik, Rafal University of Ottawa
    Kulperger, Reg University of Western Ontario
    Li, Deli Lakehead University
    Li, Wenbo* University of Delaware
    March, Peter The Ohio State University
    Martsynyuk, Yuliya University of Manitoba
    McLeish, Don University of Waterloo
    Nasari, Masoud Carleton University
    Ould-Haye, Mohamedou Carleton University
    Park, Chul Carleton University
    Parzen, Emmanuel Texas A&M University
    Peligrad, Magda* University of Cincinnati
    Rao, Jon N.K. Carleton University
    Rémillard, Bruno HEC Montreal
    Révész, Pál Alfréd Rényi Institute of Mathematics
    Rosenblatt, Murray University of California, San Diego
    Rubin-Bleuer, Susana Statistics Canada
    Salisbury, Thomas York University
    Saunders, David University of Waterloo
    Shao, Qi-Man Hong Kong University of Science & Technology
    Shi, Zhan Université Paris VI
    Smith, Aaron Stanford University
    Steinebach, Josef G. University of Cologne
    Stepanova, Natalia Carleton University
    Szyszkowicz, Barbara Carleton University
    Wang, Qiying The University of Sydney
    Wendler, Martin Ruhr-Universität Bochum
    Wu, Wei-Biao University of Chicago
    Yor, Marc Université de Pierre et Marie Curie - Paris VI
    Yu, Hao University of Western Ontario
    Zhao, Yiqiang Carleton University


     

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