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.  

The next meeting of the National Seminar on Probability and Statistics will be held on February 14, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Computable inference for generalised Wright-Fisher processes will be delivered by Nathan Judd (University of Warwick, UK). Abstract.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 [...]

The next meeting of the National Seminar on Probability and Statistics will be held on January 24, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Wave field source localization using antenna arrays as a statistical problem of multidimensional linear system parameter estimation will be delivered by Alexander Varypaev (National Institute of Geophysics, Geodesy and Geography, BAS). Abstract. The problem of statistical estimation of the coordinates of wave field sources from observations masked by additive random noise is considered. A likelihood-based estimate of source parameters is proposed for an unknown deterministic source function and additive noise correlated in time and space. The property of this estimate to suppress spatially correlated noise is mathematically justified. A statistical justification [...]

The next meeting of the National Seminar on Probability and Statistics will be held on December 6, 2023, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Brownian Motion Conditioned to Spend Limited Time Outside a Bounded Interval - An Extreme Example of Entropic Repulsion will be delivered by Dominic Т. Schickentanz (TU Darmstadt). Abstract. We condition a Brownian motion on \mathbb{R}_{\ge 0} on spending a total of at most s>0 time units outside a bounded interval. We describe the resulting process in terms of an SDE and discuss the surprising result in the context of entropic repulsion. Moreover, we explicitly determine the exact asymptotic behavior of the probability that a Brownian motion on [0,T] [...]

The next meeting of the National Seminar on Probability and Statistics will be held on November 15, 2023, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Anti-concentration of Rademacher sums and Tomaszewski's counterpart problem will be delivered by Julien Portier, University of Cambridge. Abstract

The next meeting of the National Seminar on Probability and Statistics will be held on November 8, 2023, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Hamiltonicity of randomly perturbed graphs will be delivered by Alberto Espuny Díaz (Postdoctoral researcher at Universität Heidelberg, Germany). Abstract. In parallel to the development of smoothed analysis of algorithms, the study of randomly perturbed graphs has thrived in the combinatorics community. The setup is the following: one considers a dense graph $H$ which fails to satisfy some increasing property and then sprinkles edges randomly until the property appears. A main goal in the area is to understand how many random edges are needed, and which graphs $H$ are "worst" for this [...]

The next meeting of the National Seminar on Probability and Statistics will be held on June 28, 2023, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: The inverse first-passage time problem for general stochastic processes including Lévy processes and diffusions (joint work with Mladen Savov) will be delivered by Alexander Klump (postdoctoral fellow (DAAD) at the IMI-BAS).  Abstract. The inverse first-passage time problem for a stochastic process X(t), t ≥ 0, consists of the following question. Given a distribution on the positive real numbers, does there exist a function b such that the first-passage time τ = inf{t > 0 : X_t ≥ b(t)} has this given distribution? In this talk we will give conditions on [...]

The next meeting of the National Seminar on Probability and Statistics will be held on May 31, 2023, at 2:00 p.m. (UTC +2) in Room 503 of the Institute of Mathematics and Informatics. A talk on: Upper and lower bounds on extreme Value-at-Risk: Optimization in infinite measure spaces will be delivered by Stilian Stoev (Department of Statistics, University of Michigan,Ann Arbor). The talk is based on joint work with Robert Yuen and Dan Cooley.