The next meeting of the National Seminar on Probability and Statistics will be held on October 20, 2021 at 2:00 p.m. (UTC +3) in Zoom. A talk on: Brownian Motion Conditioned to Spend Limited Time Below a Barrier will be delivered by Dominic T. Schickentanz (Technical University of Darmstadt, Germany). IMI BAS is inviting you to a scheduled Zoom meeting. Topic: Национален семинар по стохастика Time: Oct 20, 2021 14:00 Sofia https://us02web.zoom.us/j/84710081103?pwd=Unl4aktJb2VpcWZQdEpDTDAzKysrQT09 Meeting ID: 847 1008 1103 Passcode: 925815 Abstract: We condition a Brownian motion with arbitrary starting point $y\in \mathbb{R}$ on spending at most $1$ time unit below $0$ and provide an explicit description of the resulting process. In particular, we provide explicit formulas for the distributions of its last zero $g=g^y$ and [...]

The next meeting of the National Seminar on Probability and Statistics will be held on October 13, 2021 at 2:00 p.m. (UTC +3) in Zoom. A talk on: PageRank and similar sport ranking systems will be delivered by Evgeni Ovcharov Link to the Zoom meeting: TBA Everybody is invited.

The National Seminar on Probability and Statistics is organizing a joint meeting with the Department of Mathematics (University of Extremadura, Spain) on May 5, 2021 at 3:00 p.m. (UTC +3) in Zoom. A talk on: Continuous-time Controlled Branching Processes will be delivered by Manuel Molina Fernández (Department of Mathematics and Institute of Advanced  Scientific Computation, University of Extremadura, Spain). Abstract: Classical branching processes with independent individual evolutions have been extensively studied in the literature. It is well known that in many real situations, the evolutions of the individuals are not independent. Several approaches to modeling dependent evolutions have been investigated. In particular, controlled branching processes constitute a broad class of integer-valued discrete-time Markov models where the population size in every generation could be randomly [...]

The next meeting of the National Seminar on Probability and Statistics will be held on June 10, 2020 (Wednesday), at 2.00 p.m., in Room 403 of the Institute of Mathematics and Informatics, BAS. A talk on Introduction to Sports Rating Systems will be delivered by Evgeni Ovcharov (IMI – BAS). Everybody is invited.  

The next meeting of the National Seminar on Probability and Statistics will be held on February 20, 2020 (Wednesday), at 2.00 p.m., in Room 403 of the Institute of Mathematics and Informatics, BAS. A talk on Infinite-color, randomly reinforced urn processes with dominant colors will be delivered by Hristo Sariev (Universit`a Commerciale Luigi Bocconi, Italy). Everybody is invited. Abstract

The next meeting of the National Seminar on Probability and Statistics will be held on .January 8, 2020 (Wednesday), at 2.00 p.m., in Room 403 of the Institute of Mathematics and Informatics, BAS. A talk on Polya-Aeppli processes of order k in risk theory will be delivered by Meglena Lazarova (Technical University of Sofia). Everybody is invited. Abstract

The next meeting of the National Seminar on Probability and Statistics will be held on .November 27, 2019 (Wednesday), at 2.00 p.m., in Room 403 of the Institute of Mathematics and Informatics, BAS. A talk on Statistical calibration of numerical models will be delivered by Marek Brabec (Institute of Computer Science, Czech Academy of Sciences). Everybody is invited. Abstract. We will present a general semiparametric approach to calibration of numerical model against measurements and illustrate it on large-scale data from ongoing projects. The measurement of the air pollution is typically sparsely located in space. Physically formulated mesoscale weather prediction models (WRF) coupled with chemical transport models (CAMx) can provide valuable source of additional information. Physical/chemical/transport models can be viewed as a formalized post-processing of emission [...]

The next meeting of the National Seminar on Probability and Statistics will be held on .October 30, 2019 (Wednesday), at 2.00 p.m., in Room 403 of the Institute of Mathematics and Informatics, BAS. A talk on A few probabilistic problems related to works of A.N. Shiryaev: new results and a little history will be delivered by Yordan Stoyanov (IMI-BAS). Everybody is invited. Abstract. The discussion will be on characterizations of probability distributions in terms such as moments and/or semi-invariants (cumulants). Details will be given on: (1) non-conventional limits of random sequences; (2) new checkable conditions for moment determinacy of distributions. New results will be reported for both absolutely continuous and discrete distributions.  The presentation will include also historical facts about ideas and techniques, some [...]

The next meeting of the National Seminar on Probability and Statistics will be held on .July 31, 2019 (Wednesday), at 3.00 p.m., in Room 403 of the Institute of Mathematics and Informatics, BAS. A talk on Extracting extreme aspects from series of random dynamical systems will be delivered by Milan Stehlik (Johannes Kepler University in Linz, Austria). Everybody is invited. Abstract

The next meeting of the National Seminar on Probability and Statistics will be held on .July 3, 2019 (Wednesday), at 2.00 p.m., in Room 403 of the Institute of Mathematics and Informatics, BAS. A talk on Probabilistic models for primes will be delivered by Kevin Ford (University of Illinois at Urbana-Champaign). Everybody is invited. Abstract: We introduce a new probabilistic model for primes, which we believe is a better predictor for the behavior of prime in short intervals than the existing models of Cramer and Granville. We also make strong connections between our model, prime k-tuple counts, large gaps and the "square-root sieve".  In particular, our model makes a prediction about large prime gaps that may contradict the models of Cramer and Granville, depending on [...]