Поредната сбирка на Националния семинар по стохастика ще се проведе на 21 април 2026 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема How long does it take to train an Elephant Random Walk ще изнесе Zheng Fang (University of Zurich). Резюме: We study how conditioning on the first k steps, which we think of as training, affects the long-term behavior of the Elephant Random Walk. When the elephant is conditioned to be at position k at time k , the first return time to the origin scales as k^{(4−4p)⁄(3−4p)} in the diffusive regime, and grows exponentially in the critical regime. We loosely interpret this as a measurement of the rate at which the elephant forgets [...]

Поредната сбирка на Националния семинар по стохастика ще се проведе на 29 април 2026 г. (сряда) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Progressively Type-II censored competing risks data from Odd Lindley Half-Logistic distribution ще изнесе Stevo Gjorgiev (Ss. Cyril and Methodius University in Skopje). Резюме: A competing risks model based on the Odd Lindley Half Logistic distribution is considered under progressive Type II censoring. Maximum likelihood estimates for the distribution parameters are obtained, and the existence and uniqueness of these estimates are proven. The EM algorithm is applied to solve the log- likelihood equations and construct the s-th EM sequence. Additionally, using the missing information principle, the observed and expected Fisher information matrices are derived, and asymptotic [...]

Поредната сбирка на Националния семинар по стохастика ще се проведе на 12 май 2026 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Random Flights and Anomalous Diffusion: A non-Markovian Take on Lorentz Processes ще изнесе Lorenzo Facciaroni (Sapienza University of Rome). Abstract: A Lorentz process is a model for the motion of a particle among randomly located scatterers, also known as obstacles. It was originally used to describe the transport of electrons through a conductor. In the classical setting, when the scatterers are distributed according to a Poisson point process, the deterministic dynamics of elastic collisions can be approximated, under the Boltzmann-Grad scaling limit, by a Markovian random flight. The density of this limiting process is governed [...]

Поредната сбирка на Националния семинар по стохастика ще се проведе на 13 май 2026 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Some Properties of Exponential Functionals of Continuous Gaussian Processes ще изнесе José Alfredo López-Mimbela (Center for Research in Mathematics Guanajuato, Mexico). Abstract: Exponential functionals of random processes are mathematical expressions that typically involve integrating the exponential of a random process over time. These functionals play a significant role in various areas of mathematics and applied sciences, including probability theory, statistical mechanics, and financial mathematics. In this talk, we discuss some properties of exponential functionals associated with continuous Gaussian processes. The discussion centers on obtaining useful bounds for their cumulative distribution functions, with particular emphasis on [...]