Поредната сбирка на Националния семинар по стохастика ще се проведе на 20 май 2026 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Finite time blowup and existence of global solutions of a semi-linear stochastic partial differential equation with fractional noise ще изнесе Ekaterina Todorova Kolkovska (Center for Research in Mathematics Guanajuato, Mexico). Abstract: We consider a stochastic partial differential equation driven by fractional Brownian motion with Hurst parameter H greater or equal to 1/2 on a bounded domain with smooth boundary and Dirichlet boundary conditions. By means of an associated random partial differential equation, lower and upper bounds for the blowup time of the solution are given. Sufficient conditions for blowup in finite time and for the [...]

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 [...]

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 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 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 4 ноември 2025 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Оптимално предсказване на екстремални събития ще изнесе Стилян Стоев (University of Michigan). Абстракт  

Поредната сбирка на Националния семинар по стохастика ще се проведе на 3 юли 2024 г. (сряда) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Control Problems for Queuing Systems with Moving Servers ще изнесе Asaf Hajiyev (Azerbaijan National Academy of Sciences, Institute of Control systems). Абстракт. For queuing systems with moving servers, the control policy which means delays of a beginning service is introduced. In the capacity of efficiency index of systems is taken a customer’s average waiting time before service. Although it seems that it is a paradoxical idea to delay the beginning of service, it has been proved that for some systems it gives a gain in a customer’s average waiting time before service. The class of [...]

Поредната сбирка на Националния семинар по стохастика ще се проведе на 4 юни 2024 г. (сряда) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Comparison of parameter estimation methods for a Beta-Uniform mixture model ще изнесе Николай И. Николов (ИМИ-БАН). Абстракт. The Benjamini-Hochberg (B-H) method is a procedure for controlling the false discovery rate in the problem of multiple comparisons and is one of the most cited scientific works. In this talk, a Beta-Uniform mixture is considered for approximating the distribution of the p-values before the B-H adjustment. Expectation-maximization algorithms are derived for finding the maximum-likelihood and the maximum product of spacings estimations of the parameters in the suggested model. In addition, the method of moments is also applied for [...]

Поредната сбирка на Националния семинар по стохастика ще се проведе на 16 април 2024 г. (сряда) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Convergence Rate for Order 1 Markov Random Walks ще изнесе Петър Гайдаров. Абстракт. We examine the limiting behaviour of an order 1 Markov random walk in R2, i.e. a walk that remembers its previous step. Provided a certain symmetry of the Markovian condition, under relatively mild conditions we prove convergence to a Brownian motion and bound the rate of convergence. Therefore, an order 1 Markov condition is insufficient to alter the limiting behaviour of a random walk.  

Поредната сбирка на Националния семинар по стохастика ще се проведе на 14 февруари 2024 г. (сряда) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Computable inference for generalised Wright-Fisher processes ще изнесе Nathan Judd (University of Warwick, UK). Абстракт.In this talk, we will introduce a class of [0,1]-valued Markov processes with jumps that, as signals in hidden Markov models, admits a computable (exact) filter. By computable filter we mean that each filtering distribution, i.e., the law of the signal at a time t given the data up to time t, is explicitly and exactly available as a finite mixture of Dirichlet distributions. We exploit the tractability of the Wright-Fisher diffusion, in particular, its infinite-sum transition function and its dual process, [...]