نظریه احتمال و کاربردهای آن ۲۰۲۰
Probability Theory and Applications 2020

1. Contents

2. Preface

3. Greeting

4. Opening Talk

5. Algorithms And Randomness

6. Self Similar Processes In Probability Theory And Statistics (Session 9 - Chairman: Ya.G. Sinay)

7. INVITED PAPERS

8. Limit theorems in statistical physics; on Dyson's hierarchical model

9. Statistical aspects of self-similar processes

10. Toeplitz matrices and estimation of time series with long-range dependence

11. Contributed Papers

12. Universal behavior and stochasticity for one dimensional systems

13. A birth and death process in random environment

14. Spectral properties of some finite-difference and differential operators with random coefficients

15. Point Processes In Probability Theory And Statistics (Session 10 - Chairman: D. Stoyan)

16. Invited Papers

17. Parametric and non-parametric estimation for pairwise-interaction point processes

18. On the theory of conditioning in point processes

19. Contributed Papers

20. On The Exponentiality Of Total Hazards Before Failure

21. Sufficient regularity conditions for jump processes

22. Statistics with diffusion crossing times

23. Ruin probabilities in the "non-renewal" case

24. A note on the asymptotic behaviour of the empirical score in Cox's regression model for counting processes

25. Comparison of Cox's and maximum likelihood estimates for matched experiments in survival data with censoring

26. On the conditions providing for the moments of number of zeros of a vector Gaussian field to be finite

27. The inverses of thinned point processes

28. Foundations Of Probability Theory (Session 17 - Chairman: D. Lane)

29. Invited Papers

30. An epistemic justification of the law of total probability

31. Contributed Papers

32. Individual Random Continuous Functions

33. Some Estimates For Nonstochastic Sequences

34. Nonstandard Analysis In Probability Theory (Session 19 - Chairman: E. Perkins)

35. Invited Papers

36. Nonstandard Constructions Of Diffusions And Related Processes

37. Nonstandard analysis in probability theory

38. Contributed Papers

39. Adapted distribution

40. Hyperfinite methods for multidimensional stochastic processes

41. Combinatorial Methods In Probability Theory (Session 20 - Chairman: B.S. Stechkin)

42. Invited Papers

43. Random mappings and branching processes

44. On probability methods in combinatorial analysis

45. Contributed Papers

46. Neighbourhood Spaces And Maps

47. Percolation theory. Coincidence of the critical values P_H = P_T

48. Evolution on random mappings

49. On the distribution of the number of vertices in strata of a random forest

50. Queing Theory (Network, Computer-User Models, Stability ...) (Session 22 - Chairman: R. Schassberger)

51. Invited Papers

52. Stationary queueing systems. Existence and stability

53. Ergodicity and asymptotic behaviour of multi-type branching processes arising in random-access communication systems

54. Insensitive service schemes and partial balance

55. Contributed Papers

56. Queueing networks and operator-selfdecomposability

57. Insensitivity in queueing networks with generalized processor-sharing discipline

58. Markov Processes (Session 24 - Chairman: Y. Le Jan)

59. Invited Papers

60. Intrinsic properties of Markov processes

61. Reversible diffusion processes on manifolds

62. The entropy production and reversibility of Markov processes

63. Contributed Papers

64. The theory of shuffling - an application of non-homogeneous Markov chains

65. Asymptotic periodicity of the iterates of Markov operators

66. Homogeneous transition functions and dual semigroups

67. On the arcsine law in the adaptive control of Markov chains

68. Random Fields And Percolation Theory (Session 25 - Chairman: Y. Higuchi)

69. Invited Papers

70. Random sets and Markov fields

71. Central limit results for random fields

72. Recent progress in percolation

73. Contributed Papers

74. Uniqueness of Gibbs measures and absorption probabilities

75. A decomposition theorem for binary Markov random fields

76. Percolation problem for the two-dimensional Ising model

77. Probabilistic models of the growth of epithelial tumors

78. On the homogenization error for boundary problems with highly oscillating random coefficients

79. Time Evolution Of Particle Systems (Session 26 - Chairman: T. Liggett)

80. Invited Papers

81. Switching networks, Markov interaction processes, Gibbsian fields - interconnection

82. Collective behaviour of interacting particle systems

83. Contributed Papers

84. The supremum of a random walk in a Markovian environment

85. Dynamics of infinite particle systems and Gibbs point random fields

86. The Euler equations for the one-dimensional zero range process

87. Probability And Theoretical Physics (Session 27 - Chairman: K.R. Parthasarathy)

88. Invited Papers

89. Recent developments in quantum probability

90. Markov operators on quantum probability spaces

91. Some recent interactions between mathematics and physics in connection with generalized random fields

92. Contributed Papers

93. Non-commutative point processes and quantum kinetic equations

94. Quantum diffusions and cohomology of algebras

95. Quantum stochastic calculus with integral kernels I

96. Quantum stochastic calculus with integral kernels II: the Wigner-Weisskopf atom

97. Stop Times in Fock Space Stochastic Calculus

98. Diffusion On Manifolds (Session 28 - Chairman: K.D. Elworthy)

99. Invited Papers

100. Some Geometric Aspects Of Diffusions On Manifolds

101. Stochastic Differential Geometry

102. Contributed Papers

103. Stochastic equations on Banach manifolds and bundles

104. Brownian motion in a small ball

105. Stochastic Calculus (Including Malliavin Calculus) (Session 29 - Chairman: J. Bismut)

106. Invited Papers

107. Stochastic quantization: A new domain for stochastic analysis

108. Some intersection properties of Brownian paths and random walks

109. Malliavin calculus and its application to some limit theorems

110. Contributed Papers

111. Probabilistic method of approach to certain problems of Fourier analysis

112. On sufficient conditions for the convergence of solutions of stochastic equations

113. Martingales with mixed norm: general theory and applications

114. Convergence in probability for solutions of stochastic differential equations

115. Some remarks on approximation of predictable characteristics of processes with filtrations

116. Stochastic Geometry (Session 30 - Chairman: J. Mecke)

117. Invited Papers

118. Stochastic approximations of convex bodies by polyhedrons

119. Symmetric statistics and random shape

120. Point processes of compact sets

121. Contributed Papers

122. A brief account of the structure and explicit determination of convex-polygonally generated shape-densities

123. On homogeneous processes of lines in the plane

124. Intersections of random curves and surfaces

125. Random curvature currents and generalized Regge calculus

126. Large Deviations (Session 31 - Chairman: A.A. Borovkov)

127. Invited Papers

128. Theorems of large deviations for multinomial forms and multiple stochastic integrals

129. Global exact asymptotics of large deviations probabilities for diffusion and jump processes

130. Contributed Papers

131. Large deviations and long-time behavior of stochastic particle systems

132. Random perturbations of infinite dimensional dynamical systems

133. Large deviations estimates for systems with small (wideband) noise effects and applications to stochastic systems and conmunication theory

134. On the Donsker-Varadhan theory and its applications

135. Rates Of Convergence (Session 32 - Chairman: F. Götze)

136. Invited Papers

137. Approximations in functional limit theorems

138. Asymptotic expansions refining the central limit theorem in Hilbert space

139. Contributed Papers

140. Estimates of the rate of convergence in the local limit theorem for countable Markov chains

141. On asymptotic expansion for the distribution of the sum of independent identically distributed random variables taking values in Hilbert space

142. On the uniform approximation of distribution functions of sums of independent non-identically distributed random variables

143. Functional Limit Theorems: An Invariance Principle (Session 33 - Chairman: Yu.V. Prohorov)

144. Invited Papers

145. On accuracy of approximation in invariance principle

146. Contributed Papers

147. On strong convergence of distributions of random process functionals

148. Almost sure invariance principles for generalization of martingales

149. On the rate of convergence in ordinary and functional central limit theorems for martingales

150. Probabilities On Algebraic Structures (Session 34 - Chairman: V.M. Maksimov)

151. Invited Papers

152. Generalized convolutions and probability theory based on the q-Heisenberg algebra

153. Asymptotic behaviour of products of random matrices

154. Lie algebraic methods in filtering and identification

155. Contributed Papers

156. Limit theorem for products of dependence

157. Random series and seminorms

158. Miscellaneous (Session 35)

159. Contributed Papers

160. On the maximum principle for stochastic control problems

161. Stochastic scheduling via stochastic control

162. A de Finetti theorem for a class of pairwise independent stationary processes

163. Computer application in the teaching process at the institute of economics

164. Probabilistic derivation of inversion formulas