Национален семинар по стохастика

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 [...]

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 [...]