Schedule of Short_Communication and Poster

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Section 10   Probability and Statistics


August 21

Short Communication/Poster

16:15-17:15,   R3018
Xia,Jianming, AMSS, Chinese Academy of Sciences,China
Dividing gains between a client and her agent
Mishura, Yuliya , Kiev National Taras Shevchenko University, Ukraine
Black-scholes market with long-range dependence and stochastic volatility
Yuan, Demei , Yuzhou University, China
Truncation of random variables and a class of strong deviation theorems
16:15-17:15,   R5020
Wang, Tao , The School of Mathematical Science ,Yunnan Normal University, China
The estimation and lower confidence limits of conditional reliability for Weibull distribution in the life tests with fixed stopping time
Fandom Noubiap, Roger , Universitaet der Bundeswehr Hamburg, Germany
On generalization and robustification of Bayesian and minimax designs: an efficient algorithm
Pham-Gia, Thu , Universite de Moncton, Canada
Bayesian sample size determination: the case of the difference of two proportions
Liu, Leping , Renmin University of China, China
Bayesian method of moments analysis of the general growth curve model
16:15-17:15,   CH03
Zapala, August Michal , Catholic University of Lublin, Poland
Construction of a Gaussian measure and strong limit theorems for Gaussian random elementsin Fr¨¦chet spaces
Wang, Wensheng , Zhejiang University, China
Self-normalized lag increments of partial sums
Yukich, Joseph E. , Lehigh University, USA
Central limit theorems in geometric probability
Li, Shoumei , Beijing Polytechnic University, China
A strong law of large number for generalized random sets in the extended Hausdorff metric
17:20-18:20,   R5020
Gorobets, Alexander , Sevastopol State Technical University, Ukraine
The optimal prediction on the base of simultaneous equation system
Chen, Jiading , School of Mathematical Sciences, Peking University, China
The lower confidence limits for reliability parameters based on the interval censored data
Zhou, Yong , AMSS, Chinese Academy of Sciences, China
ROC curve estimation in the presence of auxiliary information
Wang, Qihua , AMSS, Chinese Academy of Sciences, China
Empirical likelihood regression analysis for right censored data
17:20-18:20,   CH03
Hou, Zhenting , School of Mathematical Sciences and Computing Technqiue, Central South University, China
Markov skeleton processes and queueing systems
Yang, Yongzhi , The University of St. Thomas, USA
The M(t)/M(t)/1 queue with time-dependent arrivals and service
Dai, Wanyang , Nanjing University, China
Diffusion approximations, exact solutions and performance comparisons for priority multiclass queueing networks
Sanz-Sole, Marta , Barcelona, Spain
The sotchastic wave equation in dimension 3: density of the law of the solution

August 22

Short Communication/Poster

15:00-16:00,   Poster
Vaamonde, Antonio , University of Vigo, Spain
Unemployment small area estimation
Lie, Chang Hoon , Seoul National University, Korea
Investigation of phase-type distributions in reliability modeling
Khechinashvili, Zaza , I. Javakhishvili Tbilisi State University, Georgia
Minimal distance martingal measures for the trinomial scheme.
16:15-17:15,   R5023
Gupta, Arjun , Bowling Green State University, USA
On the sample characterization criterion for normal populations distributions
Shahumyan, Harutyun , Institute for Informatics and Automation Problems, National Academy of Sciences, Armenia
On the most informative indices selection method
Zhang, Jin , University of Manitoba, Canada
Powerful goodness-of-fit and multi-sample tests
Viwatwongkasem, Mr.Chukiat , Mahidol University, Thailand
A comparison of risk difference estimators in multi-center studies under baseline-risk heterogeneity
16:15-17:15,   Poster
Rakhimov, Gayrat , Higher Technical school, Uzbekistan
Asymptotic normality of covariance function estimates a isotropic vector-valued random field on the sphere
Haroutunian, Evgueni , Institute for Informatics and Automation Problems, Armenia
Division of distributions mixture with stratifying component on the base of two-dimensional sample
Sun, Lijuan , Tsinghua University, China
On the discounted penalty at ruin in the Erlang (2) risk process
Zhang, Runchu , Nankai University, China
Optimal blocking of 2n-p and 3n-p fractional factorial designs  
16:15-17:15,   R5017
Hu, Dihe , School of Mathematics and Statistics, Wuhan University, China
The construction of Markov processes in random environment and the equivalence theorems
Chen, Anyue , University of Greenwich, United Kingdom
Generalized Markov branching processes
Tian, Junzhong , The Second Northwest Uiversity for Nationality, China
Existence of Q-processes in random environments
Jiang, Yiwen , Military Economic Academy, Wuhan , China
Hilbertian invariance principle for the empirical process associated with Markov process
17:20-18:20,   R5023
Olenko, Andriy Ya. , Kyiv University, Mathematics Faculty, Ukraine
Nonstationary random fields model for abundance of Norwegian spring spawning herring
Zhang, John L , Indiana University of PA, USA
Comparison simulation studies on ridge
Zhou, Huibin , Cornell University, USA
Shrinkage estimation toward the data chosen reduced model with applications to wavelet analysis and principal component regression analysis
Gupal, Anatolij Mihajlovych , Institute of Cybernetics, Ukraine
The basis of inductive mathematics
17:20-18:20,   CH13
Zhu, Yunmin , Sichuan University, China
Linear minimum variance estimation fusion
Shliahov, Vladislav Victorovich , Kharkov university of Radioelectronics, Ukraine
Solution of the generalized problem about meeting
Jin, Jiashun , Stanford University, USA
Optimal adaptivity of higher criticism
17:20-18:20,   R5017
Khaniyev, Tahir , Karadeniz Technical University, Turkey
On the weak convergence of the Eegodic distribution of a semi-Markovian random walk with two barriers
Kesemen, Tulay , Karadeniz Technical University, Turkey
On the third-order approximations for the extended model of type (s,S)
Liang, Song , Nagoya University, Japan
Asymptotic expansions for the Laplace approximations of sums of Hilbert space-valued random vectors
Poetzelberger, Klaus , Institute of Statistics, Austria
Estimators of the dimension of factors of Itö-processes

August 23

Short Communication/Poster

16:15-17:15,   CH13
Zhao, Juan , Sichuan University, China
The relationship between optimally weighted LS and linear minimum variance estimate
Peng, Junhuan ,  Guilin Institute of Technology; School of Surveying and Mapping, Wuhan University, China
The unbiased estimate of the variance of M-estimate in the linear model and its application
Jin, Mingzhong , Guizhou Nationalities College, China
The consistency of least square estimate of regression coefficients under some restrict condition
Moldavskaya, Elina , Institute of Cybernetics of the NAS of Ukraine, Ukraine
Asymptotic properties of LSE for constrained long-memory regression models
16:15-17:15,   R5015
Lin, Yuanlie , Tsinghua University, China
Optimal models with maximizing the probability of first achieving target value in the preceding stages
Hou, Yumei , Applied Mathematics Institute of Chinese Academy of Sciences, China
The inventory problem with randomly available supplier and non-zero lead-time
Kutyshkin, Andrey Valentinovich , Rubtsovskiy Industrial Institute, Russia
The reliability forecasting of technological metal working systems by queueing theory methods
Gerasin, Sergey Nikolaevich , Kharkov Technical Univesity of Radioelectronics,Department High Mathematics, Ukraine
Points of a focussing and stabilization of distributions of nonhomogeneous Markov processes
17:20-18:20,   CH13
Zhu, Yonghua , Institute of Mathematics and Statistics of Wuhan University, China
A two-variate marked values poisson point process model in risk analysis of flood control
Wschebor, Mario , Universidad de la Republica. Facultad de Ciencias., Uruguay
Smoothing and inference on the variance
de Silva, Basil M. , RMIT University, Australia
A two-stage procedure for kernel density estimation
Novak, S.Y. , Brunel University of West London, United Kingdom
A new class of non-parametric density estimators
17:20-18:20,   R5015
Sato, Ken-iti , Nagoya University, Japan
Existence problem for cone-parameter Levy processes in relation to cone-parameter convolution semigroups
Hill, Theodore P. , Georgia Institute of Technology, USA
Levy-like limit theorems for probability transforms
Zhang, Xin Sheng , East China Normal University, China
On stochastic order for diffusion processes
An, Hongzhi , AMSS, Chinese Academy of Sciences, China
A note on chaotic map and pseudo-random numbers

Organized Session

16:15-17:15,   R5014
Zhao, Huaizhong , Loughborough University, United Kingdom
The stable manifold theorem for semilinear SPDE's. I. Flows and stationary solutions
Bloemker, Dirk , RWTH Aachen, Germany
Spectral Galerkin methods and growth of thin films
Duan, Jinqiao , Illinois Institute of Technology, USA
Stochastic partial differential equations in geosciences

August 24

Short Communication/Poster

16:15-17:15,   R5020
Kim, Mun Chol , Kim II Sung University, Korea
Backward stochastic differential equation with the Wiener-Poisson type and its applications
Tang, Shanjian , Fudan University, China
A BMO-property for backward stochastic differential equations
Liu, Zaiming , Central South University, China
Insurance risk models with general claimnumber processes
Vinogradov, Oleg Pavlovich , Moscow State University, Russia
Non-homogeneous risk process
16:15-17:15,   R5023
Zhu, Wei , State University of New York at Stony Brook, USA
A geometric approach to the construction of multiple-objective optimal designs
Rodkina, Alexandra , Voronezh State University of Construction and Architecture, Russia
On generalized discreet stochastic approximation procedures
Thang, Danghung , Hanoi National University, Vietnam
On the boundedness of random linear mappings
Shintani, T , Tomakomai National College, Japan
Counterexamples for Paley-Wiener-Zygmund theorem and a stochastic integral for L1-process
16:15-17:15,   R5021
Shao, Qi-Man , National University of Singapore and University of Oregon, Singapore
Self-normalized cramer type large deviations for independent random variables
Chen, Xia , University of Tennessee, USA
A large deviarion principle for intersection local times of brownian motions
Mirakhmedov, Sherzod , Tashkent State Institute of Communication, Uzbekistan
Central limit theorem and large deviation probabilities for a sum of the functions of a high order uniform spacings
Wu, Chuntao , Penn State University, Beaver Campus, USA
Self-avoiding walks on hyperbolic graphs
17:20-18:20,   R5020
Yang, Hailiang , The University of Hong Kong, China
Ruin probability for a model under Markovian switching regime
Wang, Hanxing , Shanghai University, China
A Markovian risk process
Wei, Li , Tsinghua University, China
The joint distributions of several important actuarial diagnostics in the classical risk model
17:20-18:20,   R5021
Kusuoka, Shigeo , University of Tokyo, Japan
OU process with reflection barrier
Ouerdiane, Habib , Faculte Des Sciences de Tunis, Tunesia
Infinite dimensional holomorphy and application to quantum stochastic differential equations

August 26

Short Communication/Poster

13:40-14:40,   CH13
Jiang, Jiancheng , School of Mathematical Sciences, Peking University, China
An effect and robust estimator for surrogate outcome Data
Wang, Zhounqiang , Institute of Mathematics, Changchun, China
Estimation of scale parameter under a symmetric loss function
Tang, Hongmin , School of Mathematical Sciences, Peking University, China
A weak consistent estimator of cointegrating coefficient
Tian, Zheng , Northwestern Polytechnical University, China
The convergence properties of PPWNN and its application
13:40-14:40,   CH14
Ye, Zhongxing , Shanghai Jiaotong University, China
Information theoretic charaterization of LCI models on chain graphs
Luo, Shunlong , Academy of Mathematics and Systems Sciences,CAS, China
Maximum entropy, minimum information, and an elementary game
Promislow, David , York University, Canada
Stochastic orderings on discrete multivariate distributions
Zhang, Yi , Xuzhou Normal University, China
Correlation order and exponential order
14:45-15:45,   CH13
Naumov, Anatoly , Novosibirsk State Technical University, Russia
To classical design of experiment investigations
Fang, Biqi , AMSS, Chinese Academy of Sciences, China
The skew elliptical distributions and their quadratic forms
Zhang, Yonglin , Hong Kong Baptist University, China
The schematic orthogonal arrays
Yang, Hu , Chongqing University, China
Extension of Kantorovich inequality and the bounds of inefficiency
14:45-15:45,   CH14
Lin, Zhengyan , Zhejiang University, China
The strong approximation and the law of the iterated logarithm for R/S statistics$^{\ast}$
Zhang, Lixin , Zhejiang University, China
Strong approximations of martingale vectors and its applications in adaptive designs
Bulinski, Alexander V. , Moscow Lomonosov State University, Russia
Limit theorems for quasi-associated random fields
Wang, Xiaoqian , School of Mathematical Sciences, Peking University, China
General regular variation of nth order and the third order edgeworth expansion of the distribution of the extreme value

August 27

Short Communication/Poster

13:40-14:40,   CH13
Liu, Quansheng , Univ. Bretagne-Sud, France
Generalized stable laws
Sun, Liuquan , AMSS, Chinese Academy of Sciences, China
Regression analysis for a semiparametric model with panel data
Alamatsaz, Mohammad H. , University of Isfahan, Iran
Characterization of certain infinitely divisible distributions
Mitrovich, Slobodanka , Belgrade University, Yugoslavia
Some properties of certain Gaussian processes
13:40-14:40,   CH03
Gerstenkorn, Tadeusz , Lodz University , Faculty of Mathematics, Poland
A compound of the generalized Pascal distribution with the generalized beta one
Shi, Jimin , School of Math & Computer Science, Shanxi Teachers University, China
The estimates on boundaries of distribution function of two arbitrary RVS' sum
Markovskaya, Natalia , Grodno State University, Belarus
Statistical properties of estimates of mixed moments and mixed cumulants of higher orders
Shi, Dinghua , Shanghai University, China
Density evolution method
14:45-15:45,   CH13
Chen, Zhen-Qing , University of Washington, USA
Conditional gauge theorems and their applications
Gong, Fuzhou , AMSS, Chinese Academy of Sciences, China
Poincar¨¦ inequality for weighted first order Sobolev spaces on loop spaces
Feng, Shui , McMaster University, Canada
Poisson-Dirichlet distribution and relative entropy
Dong, Zhao , Academy of Mathematics and Systems Sciences,Chinese Academy of Sciences, China
Ergodicity and invariant measures of degenerate linear stochastic jump diffusions
14:45-15:45,   CH03
Li, Wenbo V. , University of Delaware, USA
Exit time, principal eigenvalue and small ball probability
Deng, Aijiao , Wuhan University, China
Vector-valued random self-similar multifractal measures
Postan, Mikhail Ya. , Odessa National Maritime University, Ukraine
On theory of Markov drift processes and its applications
Wang, Liqun , University of Manitoba, Canada
Boundary crossing probability for Brownian motion and general boundaries
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Last modified: June.21, 2002

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