Detailed Program of XXII International Seminar on Stability Problems for Stochastic Models

Seminar on Statistical Data Analysis, SDA 2002

Workshop on Industrial Statistics

Varna, Bulgaria, May 26th - 30th, 2002

26 May, Sunday, Morning

09.00-09.30 Opening
Coffee Break

Room A, Branching processes

10.00-10.30 YANEV, N. M., MITOV, K. V., YANEV, G. P. Limit Theorems for Regenerative and Branching Processes
10.30-10.50 ANDREEV, D. B., ELESIN, M. A., KRYLOV, E. A., KUZNETSOV, A. V., ZEIFMAN, A. I. On the Ergodicity and Stability of Nonstationary Birth and Death Processes
10.50-11.10 AFANASYEV, V.I. On the Ratio of The Maximal Number and Aggregate Number of Particles of a Critical Branching Process in a Random Environment
11.10-11.30 DYAKONOVA, E. On Multitype Subcritical Branching Processes in Random Environment
11.30-11.50 GONZÁLEZ, M. MOLINA, M., DEL PUERTO, I. On the Extinction Problem for a Controlled Galton-Watson Process with Random Control Function
11.50-12.10 GRANOVSKY, B. L. Local Limit theorem and Zero-One Law in clustering in coagulation-fragmentation processes and random combinatorial structures

Room B, Statistics for Industry Chairman: D.Vandev

10.00-10.30 VUCHKOV, I. Comparison of Taguchi method and Response surface approach: Friction welding example.
10.30-11.00 DIMOVA, R. Case Study 1 of University of Newcastle upon Tyne
11.00-11.30 IVANOV, A. Industrial mathematics - the case of Bulgarian National Bank. Risk Management
11.30-12.00 STOIMENOVA, V. Case Study 2 of University of Newcastle upon Tyne
12.00-12.20 SCHWERTNER, K. Fault diagnostic system for quality of services

26 May, Sunday, Afternoon

16.00-16.20 MOLINA, M., MOTA, M., RAMOS, A. Some Limit Theorems for a Bisexual Galton-Watson Process with Population-Size Dependent Mating
16.20-16.40 SLAVTCHOVA-BOJKOVA, M. Multitype Subcritical State-dependent Branching Processes with Two Types of Immigration
Coffee Break

Room A, Reliability

17.00-17.20 FEIGIN, P., LUMELSKII, YA. Unbiased estimation of variance and confidence bounds for P(X<Y) in parametric case
17.20-17.40 JANKOVIC, S. A Three Unit System
17.40-18.00 MALLOR, F., SANTOS, J. Reliability Shock Models with damage depending on the shock position in a critical run
18.00-18.20 PAVLOV, I.V., TESKIN, O.I. Confidence Bounds for System Reliability based on Binomial Components Test Data

Room B, Robust Statistics Chairman: N.Neykov

16.00-16.30 SHEVLYAKOV, G. L. Robust Correlation: Monte Carlo, Asymptotics and Minimax Aspects
Coffee Break
17.00-17.30 KHARIN, Yu. Robustness of Risk in Statistical Forecasting
17.30-17.50 ABDOUCHE, S., FELLAG, H. Power Comparison Study of Two Unit Root Tests Under Contamination
17.50-18.10 ATANASOV, D. About the Concept of Weights of WLTE(k) Estimators
18.10-18.30 KHARIN, A. On Robustness in Sequential Testing of Simple Hypotheses
18.30-18.50 MAEVSKIY, V.V. On robust forecasting of time series
18.50-19.10 VILCHEVSKY, N. O., SHEVLYAKOV, G. L. On a Normalizing Data Analysis Procedure

27 May, Monday, Morning

Room A, Stable distributions

09.00-09.20 BENING, V. E., KOROLEV, V. YU., SAENKO, V. V., UCHAIKIN, V. V. One-dimensional fractional stable distributions. I. Simulation and Calculation
09.20-09.40 BENING, V. E., KOROLEV, V. YU., SAENKO, V. V., UCHAIKIN, V. V. One-Dimensional Fractional Stable Distributions. II. Estimation of parameters
Coffee Break
10.00-10.20 ARKHIPOV, S.V. About the Integral Representation of the Multivariate Stable Distributions the Density Functions in the Case of Even-Dimensional Space
10.20-10.40 BOJARSKI, J., MISIEWICZ, J. Band copulas as a spectral measures for two-dimensional stable random vectors
10.40-11.00 BOROWIECKA-OLSZEWSKA, M. Spectral Measures for b -stable a -substable Distributions
11.00-11.20 KOLOKOLTSOV, V. Stable-like Processes
11.20-11.40 RAJBA, T. A Generalization of Multiply Monotone Functions on the Real Line
11.40-12.00 ZAIGRAEV, A. On a Role of the Spectral Measure of Multivariate a -Stable Distributions in Limit Theorems Allowing Large Deviations
12.00-12.20 YANUSHKEVICHIUS, R., YANUSHKEVICHIENE, O. Some Concluding Remarks on the Stability of one Characterization of Stable Distributions

Room B, Theoretical Statistics

09.00-09.20 ABUSEV, R.A. The Group Choice Procedures for Statistical Classification and Reliability
09.20-09.40 ABU-TALEB, A. A. Estimation of Lifetime Distribution from Incomplete Data and Follow Ups
Coffee Break
10.00-10.20 ANDRONOV, A. Resampling Approach and Systems Modeling
10.20-10.40 FELLAG, H. and NOUALI, K. Estimation of The First-Order Autoregressive Model with Uniform Innovations under Contamination
10.40-11.00 LEBEDEVA, T.V., USHAKOVA, A.P., USHAKOV, N.G. Improvement of Density Estimators when the Sample is not Available
11.00-11.20 LIN'KOV, Yu. N. Large Deviations in Hypotheses Testing Problems for Some Models
11.20-11.40 MORRIS, K. W., SZYNAL, D. Goodness-Of-Fit Tests Using Dual Versions of Characterizations via Moments of Order Statistics
11.40-12.00 SAPOZHNIKOV, P.N. Statistical Inference on Approximation Velocity with Normal Law of Normalized Compound-Poisson Process Distribution

27 May, Monday, Afternoon

Room A, Extremes

16.00-16.30 PANCHEVA, E. Relationship between Extremal Processes and Processes with Additive Increments Generated by the Same Point Process
Coffee Break
17.00-17.20 JORDANOVA, P. K., PANCHEVA, E. I. On an Extremal Criterion
17.20-17.40 NADARAJAH, S., MITOV, K. Extremal Limit Laws for Discrete Random Variables
17.40-18.00 PAGUROVA, V. I. On Asymptotical Distribution of a Randomly Indexed Maximum

Room A, Stochastic analysis

18.00-18.20 ALREFAEI, M. H. A Stopping Rule for Random Search Methods for Discrete Stochastic Optimization
18.20-18.40 KOLKOVSKA, E. T. On the Perturbed One-Dimensional Burgers Equation
18.40-19.00 LÓPEZ-MIMBELA, J. A. Probabilistic approach to blow-up of semilinear pde's at the critical dimension

Room B, Applications. Real data Chairman: D.Vandev

16.00-16.20 ATANASOV, D., PRODANOVA, K., TERZIISKI, D. Risk Factors of Central Venous Catheter Related Infections in Intensive Care Patients
16.20-16.40 BABAEVA, I. Cointegration Analysis: Application to the Russian Macroeconomic Data
Coffee Break
17.00-17.20 BATCHVAROV, V., G. MARINOVA, P. MATEEV, D. CHRISTOZOV An Application of ISO 5725 in Beer Industry
17.20-17.40 GUROV, T.V., DIMOV, I.T., NEDJALKOV, M. A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors
17.40-18.00 KAPUSTIN, N.YU. Determination of Eigenfrequences of Loaded Physical Bodies by Monte Carlo Method
18.00-18.20 KHARCHEV, N. K. and SKVORTSOVA, N. N. Statistical Characteristics of Turbulent Fluxes in the Edge Plasma of a Stellarator
18.20-18.40 KOSHLAI, L. B., MIKHALEVICH, M. V. Decision Support Multifunctional System ``Ukrainian Budget''

28 May, Tuesday, Morning

Room A, Limit theorems

09.00-9.45 ZOLOTAREV, V. Convergence Rate Estimates in Functional Limit Theorems
Coffee Break
10.00-10.30 OMEY, E. Weighted Renewal Functions
10.30-11.00 SENATOV, V. Asymptotic Expansions with Chebyshev Moments in the Central Limit Theorem for Lattice Distributions
11.10-11.30 CHUPRUNOV, A.N., RUSAKOV, O.V. Functional Limit Theorems for Step Line Processes under Maxima of Random Indicators
11.30-11.50 KHOKHLOV, Y.S. Domains of Normal Attraction in Multivariate Gnedenko Problem
11.50-12.10 KOROLEV, V., SURKOV, A. Limit Behavior of Order Statistics with Intermediate Ranks when the Sample Size is a Cox Process
12.10-12.30 KRUGLOV, V. M. A Generalization of the Brunk-Prokhorov Law of Large Numbers

Room B, Applications. Real data Chairman: D.Vandev

09.00-09.30 KUKI, A. SZTRIK, J., BOLCH, G. Solving finite source queuing problems with WinPepsy
Coffee Break
10.00-10.20 MATEEV, P., STOIMENOVA, E. Estimating of Activity Concentrations of Difficult-to-measure Nuclides
10.20-10.40 MIKHALEVICH, M. V.,D KOSHLAI, L. B. Modelling of Oligopoly Competition in the Labour Market
10.10-10.50 MOLER, J. A., PLO, F., MIGUEL M. S. Adaptive Designs in Clinical Trials
10.50-11.10 NEYKOV, N., NEYTCHEV, P., ZUCCHINI, W. Stochastic Modeling of Precipitation in Bulgaria
11.10-11.30 PAPANCHEVA, R.J. GUROV, T.V., DIMOV, I.T. Monte Carlo Study of Particle Transport Problem in Air Pollution
11.30-11.50 PEREKHODTSEVA, E.V. Automated statistical method of forecast of dangerous precipitation and incurred floods and landslides on Balkan and Eastern Europe

28 May, Tuesday, Afternoon

Room A, Probability measures. Mixtures of distributions

16.00-16.30 GALPERIN, E.A., YANEV, N.M. Extremal problems on probability distributions
Coffee Break
17.00-17.20 BAKEVA, V. Uniformity obtained by quasigroups
17.20-17.40 BOROWIECKA-OLSZEWSKA, M., MALINOWSKI, M. T., MAZURKIEWICZ, G. The arithmetic of convolution, scale mixture and convolution mixture
17.40-18.00 IVANOVA, N.L. On the new Multivariate Generalization of the Generalized Poisson Distribution
18.00-18.20 MALINOWSKI, M. T., MISIEWICZ, J. K. On the Dugué Problem with a Solution in the Set of Signed Measures
18.20-18.40 MISIEWICZ, J. K. Classes of measures closed under mixing and convolution
18.40-19.00 SIDOROVA, O. I. Investigation of analytical properties of the symmetrization of Weibull distributions

Room B, Robust Statistics Chairman: N.Neykov

16.00-16.30 FILZMOSER, P. Dimension Reduction of the Explanatory Variables in (Robust) Multiple Linear Regression
Coffee Break

Room B, Education Chairman: P. Mateev

17.00-17.30 PENKOV, B. Teaching statistics
17.30-18.00 VANDEV, D. Using TeX for Education

29 May, Wednesday-Excursion

30 May Thursday, Morning

Room A, Financial and Insurance Mathematics

09.00-09.30 BULINSKAYA E.V. Comparison of Stochastic Models
Coffee Break
10.00-10.30 IGNATOV, Tz., CHOBANOV, G. Income Inequality Measures
10.30-10.50 DONCHEV, D. The Brownian Motion Disorder Problem Revisited: An Approach with Direct Evaluation of Risk
10.50-11.10 KASHAEV, T., KOROLEV, V., SHORGIN, S. Some Optimization Problems for the Parameters of Risk Processes
11.10-11.30 KASHCHEEV, D.E. Some functional limit theorems for compound Cox processes and construction of models for the dynamics of financial asset values
11.30-11.50 KOROLEV, V., KUDRYAVTSEV, A. Limit Behavior of Generalized Risk Processes

Room B, Queuing theory

09.00-09.30 BOCHAROV, P., APICE, C.D., PECHINKIN, A., SALERNO, S. On the G/MSP/1/r Queuing System
Coffee Break
10.00-10.20 AISSANI, D., LEKADIR, O. Strong Stability in a Jackson Network with Two Tandem Stations
10.20-10.40 ALMÁSI, B., BOLCH, G., TUTSCH, D. Stochastic Modeling of Multistage Interconnection Networks with MOSEL
10.40-11.00 ALMÁSI, B., BOLCH, G., SZTRIK, J. Heterogeneous Finite-Source Retrial Queues
11.00-11.20 ALAWEH, A. Steady-State Probabilities of Preemptive Queuing System with one Server Using a Truncation Technique
11.20-11.40 AMINOVA, I., MOROZOV, E. On Simulation of Weak Regenerative Network
11.40-12.00 BALTRUNAS, A. Second order tail behaviour of the busy period distribution of GI/G/1 queues with longtailed service times

30 May, Thursday, Afternoon

Room A, Financial and Insurance Mathematics

16.00-16.20 MINKOVA, L. Martingale Approach to the Pólya-Aeppli Risk Model
16.20-16.40 TETERIN, A. Market Shares Modeling using the Number of Realization Points
Coffee Break
17.00-17.20 VINOKUROV, V., VOLKOVICH, V. On Evaluating Strategies of a Return Process
17.20-17.40 STOYNOV, P. Wealth Motion Models and one special case

Room B, Queuing theory

16.00-16.20 BECKER-KERN, P., MEERSCHAERT, M.M., SCHEFFLER, H.P. Renewal reward processes with dependent infinite mean waiting times
16.20-16.40 GEORGIEVA, M., BAKEVA, V. Minimization of the Waiting Times in MX(l i)/M( i)/1 and GeoX(pi)/Geo(bi)/1 Systems with Input Stream Constructed in a Series
Coffee Break
17.00-17.20 GRANOVSKY, B. L., ZEIFMAN, A. I. Nonstationary Queues and Their Quasi-Ergodicity
17.20-17.40 KREIMER, J. Application of Finite Source Queues to Real-Time Systems
17.40-18.00 MOUHOUBI, Z., AISSANI, D. Quantitative Estimates of the Strong stability for Markov Chains
18.00-18.40 SMADI, M. Error Probabilities of Some Communication Systems under Non-Gaussian Noise Disturbances
18.40-19.00 SZTRIK,J., KÓSA, M., MÖLLER, O. The Effects of Service Disciplines on the Performance Measures of Markov Modulated Finite-Source Queuing Systems

Poster session

  DENCHEV, R., GUMNEROV, K. Review of Multistage Stochastic Linear Programs with Financial Applications
  STOYNOV, P. Some properties of transition matrices, A project made 14 May 2002