The next meeting of the National Seminar on Probability and Statistics will be held on June 9, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Modified percolation models on lattice graphs will be delivered by Viktor Stoyanov (University of Warwick). Abstract: We consider modified percolation models on the first quadrant of Z^2 , where many of the key tools from standard percolation on Z^2 fail, such as translational invariance. I will begin by defining the standard percolation model on Z^d , giving an overview of what is known, and then give some results which we prove for the first quadrant of Z^2 . In the second part of the talk, I will discuss an [...]

The next meeting of the National Seminar on Probability and Statistics will be held on May 20, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Finite time blowup and existence of global solutions of a semi-linear stochastic partial differential equation with fractional noise will be delivered by 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 [...]

The next meeting of the National Seminar on Probability and Statistics will be held on May 13, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Some Properties of Exponential Functionals of Continuous Gaussian Processes will be delivered by 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 [...]

The next meeting of the National Seminar on Probability and Statistics will be held on May 12, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Random Flights and Anomalous Diffusion: A non-Markovian Take on Lorentz Processes will be delivered by 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 [...]

The next meeting of the National Seminar on Probability and Statistics will be held on April 29, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Progressively Type-II censored competing risks data from Odd Lindley Half-Logistic distribution will be delivered by Stevo Gjorgiev (Ss. Cyril and Methodius University in Skopje). Abstract: 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 [...]

The next meeting of the National Seminar on Probability and Statistics will be held on April 21, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: How long does it take to train an Elephant Random Walk will be delivered by Zheng Fang (University of Zurich). Abstract: 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 next meeting of the National Seminar on Probability and Statistics will be held on November 4, 2025, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: On the optimal prediction of extreme events will be delivered by Stilian Stoev (University of Michigan). Abstract  

The next meeting of the National Seminar on Probability and Statistics will be held on July 3, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Control Problems for Queuing Systems with Moving Servers will be delivered by Asaf Hajiyev (Azerbaijan National Academy of Sciences, Institute of Control systems). Abstract.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 [...]

The next meeting of the National Seminar on Probability and Statistics will be held on June 4, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Comparison of parameter estimation methods for a Beta-Uniform mixture model will be delivered by Nikolay I. Nikolov (IMI - BAS). Abstract.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 [...]

The next meeting of the National Seminar on Probability and Statistics will be held on April 16, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Convergence Rate for Order 1 Markov Random Walks will be delivered by Peter Gaydarov. Abstract. 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.