PLENARY SPEAKERS

(Plenary talks - 60 minutes)

• Olav Kallenberg (Auburn, USA)
  Some Problems of Local Hitting, Scaling, and Conditioning
• Vygantas Paulauskas (Vilnius, Lithuania)
  V. Statulevičius - Teacher, Scientist, Organizer - a Man of Great Talent
• Alain-Sol Sznitman (Zürich, Switzerland)
  On the Disconnection of Discrete Cylinders
• Nanny Wermuth (Gothenburg, Sweden)
  Deciding on Structure in Data

INVITED SPEAKERS

(Invited talks - 40 minutes)

Invited speakers are proposed by the session organizers.

Section I. Limit Theorems

Session: Limit theorems (1)
Organizer: F. Götze (Bielefeld, Germany)
Invited speakers:

• E. Bolthausen (Zürich, Switzerland)
  Exit Distributions of Random Walks in Random Environments
• D. Mason (Newark, USA)
  Local U-Statistics and Applications

• H. Matzinger (Atlanta, USA)
  Limit Theorems and Order of the Fluctuation for Longest Common Subsequences

Session: Limit theorems (2)
Organizer: M. Csörgő (Ottawa, Canada)
Invited speakers:

• E. Csáki (Budapest, Hungary)
  Limit Theorems for Local Time of Random Walks in Higher Dimension
• A. Földes  (New York , USA)
  Further Limit Theorems for the Local Time of Transient Random Walks
• P. Révész (Vienna, Austria)
  Long Excursions in High Dimension

• S. Csörgő (Szeged, Hungary)
  Merging Asymptotic Expansions in Generalized St. Petersburg Games

Session: Limit theorems (3)
Organizer: V. Bentkus (Vilnius, Lithuania)
Invited speakers:

• V. S.Korolyuk (Kiev, Ukraine)
  TBA
• V. Tarieladze (Tbilisi, Georgia)
  Approximation Properties and Probability
• V. Bentkus (Vilnius, Lithuania)
  On inequalities for tail probabilities of martingales

Session: Limit theorems (4)
Organizer: L. Chen (Singapore, Singapore)
Invited speakers:

• F. Götze (Bielefeld, Germany)
  Measure Concentration and Limit Theorems for Random Matrices
• G. Reinert (Oxford, UK)
  Application of Stein's Method to Simulation
• Qi-Man Shao (Hong Kong)
  Stein's Method and Cramér Type Large Deviations

Session: Probabilistic number theory
Organizer: J. Kubilius (Vilnius, Lithuania)
Invited speakers:

• Hsien-Kuei Hwang (Taipei, Taiwan)
  Probabilistic properties of the sum-of-digits function---A survey
• I. Katai (Budapest, Hungary)
  Distribution of Arithmetical Functions on Some Subsets of Integers

• J. Šiaulys (Vilnius, Lithuania)
  The Factorial Moment Method in Probabilistic Number Theory

Section II. Random processes

Session: Stochastic equations
Organizer: M. Röckner (Bielefeld, Germany)
Invited speakers:

• G. DaPrato (Pisa, Italy)
  Some Results on Kolmogorov Equations

• B. Maslowski (Prague, Czech Republic)
  TBA

Session: Random processes
Organizer: B. Grigelionis (Vilnius, Lithuania)
Invited speakers:

• D. Applebaum (Sheffield, UK)
  Levy-driven Ornstein-Uhlenbeck Processes in Hilbert Space
• E. Valkeila (Helsinki, Finland)
  On the Characterization of Fractional Brownian Motion
• A. Dorogovtsev (Kiev, Ukraine)
  Stochastic Flows with Interaction and Stochastic Calculus
• A. Tempelman (Penn State, USA)
  Ergodic Theorems for Weighted Averages of Homogeneous Random Fields

Session: Stochastic analysis
Organizer: D. Elworthy (Warwick, UK)
Invited speakers:

• Y. LeJan (Orsay, France)
  TBA
• D. Nualart (Barcelona, Spain)
  Stochastic Calculus with Respect to the Fractional Brownian Motion and Applications

• N. O'Connell (Cork, Ireland)
  TBA

Session: Stable processes
Organizer: G. Samorodnitsky (Cornell, USA)
Invited speakers:

• J. Nolan (Washington, USA)
  Metrics for Multivariate Stable Laws
• V. Pipiras (Chapel Hill, USA)
  Stable Stationary Processes Related to Periodic and Cyclic Flows
• J. Rosinski (Tennessee, USA)
  Representations and Classification of Stationary Tempered Stable Processes and Related Random Fields
• G. Samorodnitsky (Cornell, USA)
  Functional Large Deviations for Heavy Tailed Stochastic Processes

Section III. Statistical Inference

Session: Long memory
Organizer: P. Soulier (Paris, France)
Invited speakers:

• C. Hurvich (New York, USA)
  Propagation of Memory Parameter from Durations to Counts
• C. Ludena (Caracas, Venezuela)
  Limits for p-variations of Fractional Diffusions and Applications
• A. Philippe (Nantes, France)
  Non Central Limit Theorem for Quadratic Forms in Random Fields

Session: Adaptive and nonparametric methods
Organizers: I. Ibragimov (St. Petersburg, Russia), R. Khasminskii (Detroit, USA)
Invited speakers:

• Yu. Golubev (Marseille, Fance)
  Enveloppes of Random Processes and Oracle Inequalities
• O. Lepskii (Marseille, France)
  Sup-norm Oracle Inequalities
• A. Tsybakov (Paris, France)
  Aggregation by Mirror Averaging

Session: Reliability and survival analysis
Organizer: V. Bagdonavičius (Vilnius, Lithuania)
Invited speakers:

• D. Dabrowska (Los Angeles, USA)
  Information Bounds and Efficient Estimation in a Class of Censored Transformation Models
• J. Fine (Harvard, USA)
  Comparing nonnested Cox models

• U. Jensen (Stuttgart, Germany)
  On Model Checks for Regression Models from Survival Analysis

Session: Empirical processes
Organizer: R. Dudley (Boston, USA)
Invited speakers:

• V. Koltchinskii (New Mexico)
  Sparsity Bounds in Penalized Empirical Risk Minimization
• P. Massart (Paris - Orsay, France)
  A non-asymptotic Wilks phenomenon
• S. Mendelson (Australian National University)
  TBA

Session: Robust statistics
Organizer: E. Ronchetti (Geneva, Switzerland)
Invited speakers:

• A. Christmann (Brussels, Belgium)
  Learnability and Robustness
• C. Croux (Leuven, Belgium)
  Classification Efficiencies for Robust Discrimination
• V. Czellar (Geneva, Switzerland)
  Second-order Accurate and Robust Indirect Inference

Session: Survey sampling
Organizer: G. Kulldorff (Umeå, Sweden)
Invited speakers:

• J. Rao (Ottawa, Canada)
  Some New Methods for the Analysis of Complex Survey Data
• A. Scott (Auckland, New Zealand)
  The Design and Analysis of Two-phase Analytic Surveys
• M. Thompson (Waterloo, Canada)
  Modelling Transitions with Survey Data

Section IV. Applications

Session: Econometrics
Organizer: M. Deistler (Vienna, Austria)
Invited speakers:

• R. Dahlhaus (Heidelberg, Germany)
  Statistical Inference and Model Selection for Locally Stationary Processes
• M. Lippi (Roma, Italy)
  Large-dimensional Dynamic Factor Models: Applications to Forecasting
• B. Pötscher (Vienna, Austria)
  Model Selection and Inference

Session: ARCH modelling
Organizer: T. Mikosch (Copenhagen, Denmark)
Invited speakers:

• R. Leipus (Vilnius, Lithuania)
  Recent Advances in Financial Volatility Modelling with Emphasis on Long Range Dependence
• A. Lindner (Münich, Germany)
  A Continuous Time GARCH Process of Higher Order
• C. Starica (Gothenburg, Sweden)
  Is GARCH(1,1) As Good a Model As the Nobel Prize Accolades Would Imply?

Session: Statistics in life sciences
Organizer: A. Frigessi (Oslo, Norway)
Invited speakers:

• E. Ferkingstad (Oslo, Norway)
  Covariate-modulated False Discovery Rates
• B. Blankertz (Berlin, Germany)
  The Berlin Brain-Computer Interface: machine learning allows direct brain-to-computer interaction
• P. Jagers (Gothenburg, Sweden)
  The Path to Extinction

Session: Environmental statistics
Organizer: P. Switzer (Stanford, USA)
Invited speakers:

• S. Roberts (Australian National University)
  Methods for Bias Reduction in Time Series Studies of Particulate Matter Air Pollution and Mortality
• J. Robins (Harvard, USA)
  Minimax Honest Confidence Intervals for Causal Effects: Application of a Unified Theory of Parametric, Semi and Nonparametric Statistics Based on Higher Dimensional Influence Functions
• J. Zidek (University British Columbia, Canada)
  Combining Physical and Statistical Models by Bayesian Melding

Session: Finance
Organizer: H. Föllmer (Berlin, Germany)
Invited speakers:

• A. Cherny (Moscow, Russia)
  Pricing, Optimality, and Equilibrium Based on Coherent Risk Measures
• M. Davis (London, UK)
  Monte Carlo Computation of `Greeks' in Jump-diffusion Models
• W. Schachermayer (Vienna, Austria)
  Optimal Risk Sharing for Law Invariant Monetary Utility Functions