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Department of Probability Theory,
Statistics
and Actuarial Mathematics

Mechanics and Mathematics
faculty

prob.stat.act@gmail.com, probability@univ.kiev.ua
Tel/Fax: +38 (044) 259 03 92

   

Scientific Seminars




The Scientific Seminar
"Probability theory and mathematical statistics"
at the Taras Shevchenko National University of Kyiv

Supervisor: Prof. Mishura Yu. S. and Prof. Kozachenko Yu. V.
Secretary: G. M. Shevchenko

Selected topics of last years:
  1. Theory of stochastic processes and fields.
  2. Stochastic analysis with applications to actuarial and financial mathematics.
  3. Inequalities for maxima of subgaussian and related stochastic processes.
  4. Modeling and simulation of stochastic processes.
  5. Fractional calculus and fractional processes.
  6. Statistics of random fields.
  7. Stochastic differential equations.




The Scientific Seminar
"Asymptotic methods in statistics"
at the Taras Shevchenko National University of Kyiv

Supervisors: Prof. Kukush O.G. and Prof. Maiboroda R. E.

Selected topics of last years:
  1. Nonlinear errors-in-variables regression models.
  2. Estimating equations.
  3. Generalized linear models.
  4. Finite mixtures with varying mixing probabilities.
  5. Change-point detection.
  6. Statistical analysis of censored observations.

Recent and Upcoming Seminars



2017-05-13 "Business-Leader School KNU"
To register follow the link: http://goo.gl/5TGqZa



Past Seminars archive



2017-04-25 Department Scientific seminar
R. Yamnenko
Some properties of extremal functionals of Orlicz processes
14:15 in room 505.
2017-04-25 Department Scientific seminar
M. Sidei
Estimators for functionals of stationary processes from censored observations
15:15 in room 505.
2017-04-04 XV International Scientific - Practical Conference of Students, Postgraduates and Young Scientists
"Shevchenkivska Vesna – 2017: Mathematics, Statistics and Mechanics"
2017 April 04-08
2017-04-03 Department Scientific seminar
Iryna Savych
Asymptotic properties of Koenker-Bassett estimators of a nonlinear regression parameter under strongly dependent random noise
14:15 in room 505.
2017-03-06 Department Scientific seminar
A. Marynych
Limit theorems for stochastic processes with regeneration
14:15 in room 505.
2017-03-06 Department Scientific seminar
V. Makogin
Central limit theorem for excursion sets of subordinated Gaussian random fields with long memory
15:15 in room 505.
2016-11-16 Department Scientific seminar
V. Ostapenko
Estimators for functionals of harmonizable stochastic processes
14:15 in room 505.
2016-11-09 Department Scientific seminar
Sergiy Kuchuk-Yatsenko
Absence of arbitrage and options valuation in financial market models with stochastic volatility
14:15 in room 505.
2016-11-09 Department Scientific seminar
Eugenia Munchak
Functional limit theorems and their application to financial markets with discrete and continuous time
15:00 in room 505.
2016-11-02 Department Scientific seminar
Olena Sugakova
Adaptive methods for statistical analysis of mixtures
14:15 in room 505.
2016-10-19 Department Scientific seminar
Rostyslav Yamnenko
Random processes in Orlicz spaces
14:15 in room 505.
2016-10-05 Department Scientific seminar
Maksym Tantsiura
Infinite systems of stochastic differential equations with interaction
14:15 in room 505.
2016-09-28 Department Scientific seminar
Alexey Kulik
Generalized couplings and weak ergodicity
14:15 in room 505.
2016-09-21 Department Scientific seminar
Iryna Bodnarchuk
Regularity of solutions to partial differential equations with stochastic measures
14:15 in room 505.
2016-08-22 / 2016-08-26 Baltic - Nordic - Ukrainian Summer School on Survey Statistics, Kyiv, Ukraine
2016-06-21 Department Scientific seminar
Dmytro Zatula
Estimates for distributions of Holder seminorms and their applications
12:00 in room 505.
2016-03-10 Department Scientific seminar
Victoria Knopova
Lévy type processes: construction and local properties
14:15 in room 505.
2016-03-09 Department Scientific seminar
Evgeny Spodarev (Ulm University)
Long range dependence for random functions with infinite variance (Joint work with R. Kulik)
14:15 in room 505.
2016-01-13 Department Scientific seminar
Sergiy Shklyar
Three method-of-moments estimators in the two lines fitting model
14:15 in room 505.
2015-12-28 Department Scientific seminar
Alexander Marynych
Limit theorems for random processes with immigration and their applications for analysis of regenerative combinatorial structures
14:10 in room 505.
2015-12-24 Scientific seminar “Fractality and fractionality”
D. Marushkevich
Large deviations for Ornstein-Uhlenbeck process based on mixed fractional Brownian motion
14:15 in room 505.
2015-12-23 Department Scientific seminar
M. Leonenko (Cardiff University)
Asymptotic properties of the partition function and applications (joint work with D.Grahovac and M.S.Taqqu)
14:15 in room 505.
2015-12-16 Department Scientific seminar
Taras Tymoshkevyh
Geometric properties of probability measures in linear spaces and functional equations
15:00 in room 505.
2015-12-16 Department Scientific seminar
Yuliya Samoilenko
Asymptotic soliton-like solutions of singularly perturbed Korteweg -de Vries equation with variable coefficients
14:15 in room 505.
2015-11-25 Department Scientific seminar
Bogdan Zhurakovskyi
Detecting hidden periodicities in the regression models with locally transformed Gaussian stationary noise
14:15 in room 505.
2015-11-18 Department Scientific seminar
Dmytro Ivanenko
Asymptotic properties of parameter estimates for Markov processes with Poisson noises
14:15 in room 505.
2015-11-11 Department Scientific seminar
Abdurrahman Coskun (Acibadem University)
Common statistical problems in clinical trials Abstract
14:15 in room 505.
2015-11-04 Department Scientific seminar
Viktor Troshki
Square φ-subgaussian random variables and processes (based on PhD thesis)
14:15 in room 505.
2015-10-21 Department Scientific seminar
Taras Shalaiko
Stochastic analysis of mixed models
14:15 in room 505.
2015-10-15 Department Scientific seminar
Alexander Marynych
Limit theorems for regenerative compositions and related structures
14:15 in room 505.
2015-10-07 Department Scientific seminar
Alexey Doronin
Semiparametric esimation and hythosis testing by mixture observations
14:15 in room 505.
2015-09-23 Department Scientific seminar
Iurii Ganychenko
Estimates for rate of convergence in limit theorems for assitive and multiplicative functionals
14:15 in room 505.
2015-05-27 Department Scientific seminar
Valeria Boldyreva
Some risk assesment methods in insurance
14:15 in room 505.
2015-05-13 Department Scientific seminar
Andriy Savchenko
Adapted T(q)-likelihood estimate in nonlinear regression models with measurement errors
14:15 in room 505.
2015-05-13 Department Scientific seminar
Natalia Troshki
Modelling of random fields
15:00 in room 505.
2015-03-04 Department Scientific seminar
Yu. Khvorostina
Representations of real numbers by alternating Luroth series and their applications
14:15 in room 505.
2014-12-18 Department Scientific seminar
Evgeny Spodarev, Ulm University
Nonparametric estimation of the characteristics of stationary Lévy random fields
14:15 in room 505.
2014-12-16 Department Scientific seminar
Irina Blazhievska, NTUU “KPI”
Asymptotic properties of correlogram estimators for transition functions of linear homogeneous systems
14:15 in room 505.
2014-11-20 Department Scientific seminar
Mykola Sergienko
Majorizing measures appoach in statistics of stochastic processes
14:15 in room 505.
2014-11-13 Department Scientific seminar
H. Slyvka-Tylyschak
Mathematical physics problems with random factors
14:15 in room 505.
2014-10-02 Department Scientific seminar
K. Ralchenko
A generalization of the fractional Brownian field based on non-Euclidean norms
14:15 in room 505.
2014-09-18 Department Scientific seminar
T. Kosenkova
Markov approximation and limit theorems for Levy type processes
14:15 in room 505.
2014-05-22 Workshop – master-class «Practical aspects of financial and actuarial mathematics»
2014-04-30 Department Scientific seminar
Muslim Ibragim
Fractal properties of random variables with independent Q*-symbols and their applications
14:30 in room 505.
2014-04-23 Department Scientific seminar
Anna Moroz
Optimal stopping problem in Levy model
14:15 in room 505.
2014-04-15 / 2014-04-16 Oleksiy Kondratyev (Standard Chartered Bank, London, UK)
Lecture 1. How the trading floor really works. 15.04.2014, 10-35 in room 22
Lecture 2. Financial risk management in a large financial institution. 16.04.2014, 12-20 in room 22
Abstracts
2014-04-09 Department Scientific seminar
Igor Dzeverin
Mathematical methods in biological evolution research : Which kind of mathematics do biologists need?
14:15 in room 505.
2014-03-26 Department Scientific seminar
Hanna Slyvka-Tylyshchak
The heat equation on a line with a random source
14:15 in room 505.
2014-03-12 Department Scientific seminar
Yu. I. Zhyharieva
Singular probability distributions associated with the positive-sign Luroth expansions
14:15 in room 505.
2014-03-11 Department Scientific seminar
Taras Shalaiko
Malliavin calculus and rough path approach for mixed stochastic differential equations
14:15 in room 505.
2014-03-05 Department Scientific seminar
Valdyslav Tomashyk
Properties of optimal stopping times for diffusion processes and random walks
14:15 in room 505.
2014-02-26 Department Scientific seminar
Georgiy Shevchenko
Local properties of multifractional processes and fields
14:15 in room 505.
2014-02-19 Department Scientific seminar
Hanna Slyvka-Tylyshchak
Heat equation on a line with a random source
14:15 in room 505.
2013-12-17 Department Scientific seminar
L.V. Shirinyan and A.S. Shirinyan
Microinsurance, a new socially oriented line in the development of the insurance market
11:20 in room 505.
2013-12-05 Department Scientific seminar
Andriy Olenko (La Trobe University, Australia)
Limit theorems for Minkowsky functionals and related results
14:15 in room 505.
2013-11-14 Kyiv Statistical Day 2013
2013-11-12 Department Scientific seminar
Igor Samoilenko (Institute of Mathematics, NASU)
Large deviation problem in the Poisson approximation scheme
14:15 in room 505.
2013-10-22 Department Scientific seminar
Kairat Mynbaev (International School of Economics, Kazakh-British Technical University, Almaty, Kazakhstan)
Asymptotic distribution of the Carroll-Delaigle-Hall estimator in measurement error models
14:15 in room 505.
2013-10-22 Department Scientific seminar
Olga Syniavska (KNU)
Using Baxter sums to estimate parameters of covariance functions of random processes and fields
15:15 in room 505.
2013-10-15 Department Scientific seminar
Igor Samoilenko (Institute of Mathematics, NASU)
Asymptotical analysis in the Poisson approximation scheme
14:15 in room 505.
2013-10-10 Department Scientific seminar
Boris Dorofeev (Saint Petersburg State University, Russia)
Model of financial flows in pension fund scheme
14:15 in room 505.
2013-10-08 Department Scientific seminar
Oleg Sosnytskiy (Donetsk)
Stochastic modeling of investitions in financial and insurance markets
14:15 in room 505.
2013-10-01 Department Scientific seminar
Irina Dubovetska (KNU)
Estimates for functionals of periodically correlated processes
15:00 in room 505.
2013-10-01 Department Scientific seminar
Svitlana Posashkova (KNU)
Stochastic differential equations with non-Lipschitz diffusion and mixed equations with fractional Brownian motion
14:15 in room 505.
2013-09-25 Jordan Stoyanov (Newcastle University, U.K.)
Intriguing Problems from Combinatorics, Algebra, Analysis and Probability
12:20 in room 505.
2013-09-24 Department Scientific seminar
Jordan Stoyanov (Newcastle University, U.K.)
Moment Determinacy of Probability Distributions: Recent Results
14:15 in room 505.
2013-09-17 Department scientific seminar and Seminar "Asymptotic Methods in Statistics"
D.V. Korolyuk
Binary statistical experiments with persistent linear regression
14:00 in room 505.
2013-04-26 E. Orsingher
Functionals of Brownian motion and their distribution. Lecture 3. The Feynman–Kac functional (also conditional) and the distribution of sojourn of Brownian motion and Brownian bridge. Other functionals with distribution determined by the Feynman–Kac functional
10:35 in room 505.
2013-04-24 E. Orsingher
Functionals of Brownian motion and their distribution. Lecture 1. The reflection principle and the maximum of Brownian motion with related distributions
10:35 in room 505.
2013-04-24 E. Orsingher
Functionals of Brownian motion and their distribution. Lecture 2. Other functionals of Brownian motion the distribution of which are derived from the reflection principle
12:20 in room 505.
2013-04-22 M. Dozzi
Qualitative behaviour of solutions of SPDE's and level crossing of Lévy processes. Lecture 3. On the large time behaviour of semilinear stochastic partial differential equations
12:20 in room 505
2013-04-19 M. Dozzi
Qualitative behaviour of solutions of SPDE's and level crossing of Lévy processes. Lecture 1. On the level crossing of Lévy processes without positive jumps
10:35 in room 505
2013-04-19 M. Dozzi
Qualitative behaviour of solutions of SPDE's and level crossing of Lévy processes. Lecture 2. On the local time of the stochastic heat equation
12:20 in room 505
2013-04-17 Department Scientific seminar
K. Zhernovyi
Investigation of queuing systems with threshold operation strategies
14:15 in room 505.14:15 in 505 aud.
2013-04-10 Department Scientific seminar
Yu. Mlavets
Spaces of random variables with moment norms and their application
14:15 in room 505.14:15 in 505 aud.
2013-04-03 Department Scientific seminar
S. Melnyk
Dynamics of solutions to some stochastic differential equations of parabolic type
14:15 in room 505.14:15 in 505 aud.
2013-03-28 E. Spodarev
Limit theorems for excursion sets of stable random fields. Lecture 4
10:35 in room 210.10:35 in 505 aud.
2013-03-27 Department Scientific seminar
Rostyslav Mayboroda
Nonparametric statistics of mixtures
14:15 in room 505.14:15 in 505 aud.
2013-03-26 E. Spodarev
Limit theorems for excursion sets of stable random fields. Lecture 3
10:35 in room 505.10:35 in 505 aud.
2013-03-22 Department Scientific seminar
Evgeny Spodarev (Ulm University, Germany)
Estimation of fractal dimension and fractal curvatures from digital images
14:15 in room 505.14:15 in 505 aud.
2013-03-21 E. Spodarev
Limit theorems for excursion sets of stable random fields. Lecture 2
10:35 in room 210.10:35 in 505 aud.
2013-03-20 Department Scientific seminar
I.M. Kovalenko
Research on queuing systems with repeated orders
14:15 in room 505.14:15 in 505 aud.
2013-03-19 E. Spodarev
Limit theorems for excursion sets of stable random fields. Lecture 1
10:35 in room 505.10:35 in 505 aud.
2012-12-18 Department Scientific seminar
Artem Logachev (IAMM NASU, Donetsk)
Large deviations for one-dimensional Ito equations
14:15 in room 505.14:15 in 505 aud.
2012-10-30 Department Scientific seminar
P. Singer (Ingolstadt University, Germany)
Some remarks on the L1-embeddability of metric spaces
14:15 in room 505.14:15 in 505 aud.
2012-10-02 Department Scientific seminar
D.M. Gorodnya
Existence and uniqueness of solutions to Cauchy problems for wave equations with stochastic measures
14:15 in room 505.14:15 in 505 aud.
2012-09-25 Department Scientific seminar
K.S. Akbash
Asymptotic behavior of extremal values of random vectors
14:15 in room 505.14:15 in 505 aud.
2012-09-18 Department Scientific seminar
A. Savchenko
Adapted T(q)-likelihood estimator in nonlinear regression model with measurement erros
14:15 in room 505.14:15 in 505 aud.
2012-07-04 Department Scientific seminar
A. Olenko
Asymptotic properties of functionals of fields with strong dependence
10:00 in room 505.10:00 in 505 aud.
2012-04-26 Department Scientific seminar
A. Shcherbyna
Mixtures with variable concentrations in sampling data analysis
14:15 in room 505.14:15 in 505 aud.
2012-04-23 Department Scientific seminar
A.M. Kulik
Diffusion approximation of systems with weakly ergodic Markov perturbations
14:15 in room 505.14:15 in 505 aud.
2012-04-12 Department Scientific seminar
T.D. Tymoshkevych
Barycentric representation and barycentric code for linear spaces
14:15 in room 505.14:15 in 505 aud.
2012-02-23 Department Scientific seminar
L.M. Sakhno
Characterisation and estimation of random fields in spectral domain
14:15 in room 505.14:15 in 505 aud.
2009-06-03 Meeting of the Scientific Seminar "Probability theory and mathematical statistics"
O.M. Kulik (Institite of Mathematics of NAS Ukraine). Title of the talk: "Spectral properties of Markov process semigrioups which allow exponential $phi$-capling"
Seminar will take place at 14:15 in 505 aud.