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                                             MONDAY , MARCH 18, 2002                         16.00-22.00
     16.00-22.00                         Registration in the Conference Office (building 22, room 119)



                                             T UESDAY , MARCH 19, 2002                       08.00-14.30
     from 08.00                          Registration (building 22, room 119)
     10.00-10.30                         Opening (building 16, Hörsaal 5)
     10.30-11.30   Speed                 Plenary Lecture: Statistics in Genetics, Molecular Biology and Bioinformatics (building 16, Hörsaal 5)
     11.30-12.00                         Break

     Room 021      1: Asymptotic Statistics, Nonparametrics and Resampling                                                                Chair: Munk
     12.00-12.25   Janssen                A nonparametric Cramér-Rao inequality for estimators of statistical functionals
     12.25-12.50   Dencker                Optimality properties of tests based on quadratic statistics
     Room 020      8: Stochastic Models in Biology and Physics                                                                     Chair: Wakolbinger
     12.00-12.45   Etheridge              Invited Lecture: Evolution in spatially continuous populations
     Room 013      9: Stochastic Methods in Optimization and Operations Research                                                       Chair: Bäuerle
     12.00-12.25   Daduna                 Stabilization and throughput computation for large networks of queues in discrete time
     12.25-12.50   Majewski               Minimizing paths of Jackson networks
     Room 112      10: Stochastic Processes, Time Series and their Statistics                                                            Chair: Szekli
     12.00-12.25   Küchler                Stochastic differential equations with memory as time continuous counterpart of AR(m) -sequences
     12.25-12.50   Reiß                   Nonparametric estimation for stochastic delay differential equations
     Room 110      13: Open Section                                                                                                      Chair: Gaffke
     12.00-12.25   Kohl                   Robust regression and scale based on infinitesimal neighborhoods – M- vs. AL-estimators
     12.25-12.50   Vogel                  on stability of multistage stochastic programs
     Room 105      12: Insurance and Finance                                                                                               Chair: Korn
     12.00-12.25   Schmidli               On minimising the ruin probability by investment and reinsurance
     12.25-12.50   Kremer                 Generalized dynamic credibility


     12.50-14.30                         Lunch Break
                                              T UESDAY , MARCH 19, 2002                        14.30-16.45
     Room 021      1: Asymptotic Statistics, Nonparametrics and Resampling                                                                   Chair: Munk
     14.30-15.15   van de Geer         Invited Lecture: Adaptive regression function estimation under nonstandard conditions
     15.20-15.45   Kovac               Robust nonparametric regression and modality
     15.45-16.10   Majidi              Smooth nonparametric regression subject to local extreme values
     Room 020      12: Insurance and Finance                                                                                                 Chair: Korn
     14.30-14.55   Müller              Dependence orders and their applications in insurance and finance
     14.55-15.20   Schmidt             Tail dependence for elliptically contoured distributions
     15.20-16.05   Kiesel              Invited Lecture: Modelling credit risk: Theory and applications
     Room 013      9: Stochastic Methods in Optimization and Operations Research                                                           Chair: Daduna
     14.30-14.55   Franx               A simple solution for the M/D/c waiting time distribution
     14.55-15.20   Engelhardt-F.       Structural results on routing aircrafts to two runways
     15.20-15.45   Karasz              On a class of retrial systems with uniformly distributed service time
     15.45-16.10   Schwarz             Zur Rolle von Optionen beim Risikomanagement in Supply Chains
     Room 112      10: Stochastic Processes, Time Series and their Statistics                                                              Chair: Küchler
     14.30-14.55   Galtchouk           On uniform asympt. normality of sequential estimators for the parameters in stable autoregr. processes
     14.55-15.20   Hili                Parametric estimation of nonlinear dynamical systems
     15.20-15.45   Woerner             Statistical analysis for discretely observed Lévy processes
     15.45-16.10   Emane               Estimating social and economical data in sub-Saharan African countries using stochastic methods
     Room 111      8: Stochastic Models in Biology and Physics                                                                              Chair: Geiger
     14.30-14.55   Gentz               Concentration of sample paths in stochastic slow-fast systems
     14.55-15.20   Imhof               The long-run behavior of a stochastic replicator dynamics
     15.20-15.45   Voß-Böhme           Limit theorems for the heat equation with random potential
     15.45-16.10   Assing              A new view of a particle system approach to Burgers equation
     Room 110      11: Generalized Linear Models and Multivariate Statistics                                                              Chair: Heiligers
     14.30-14.55   Stadtmüller         Generalized functional linear models
     14.55-15.20   Hamers              How well can a regression funct. be estimated if the distr. of the (random) design is concentrated on a finite set?
     15.20-15.45   Osius               Association between random vectors: characterization and models
     15.45-16.10   von der Linde       Mutual information: a key concept in multivariate analysis

     16.10-16.45                      Break




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                                              T UESDAY , MARCH 19, 2002                         16.45-18.25
     Room 021      1: Asymptotic Statistics, Nonparametrics and Resampling                                                                    Chair: Janssen
     16.45-17.10   Müller              Robust estimators for estimating discontinuous functions
     17.10-17.35   Steinke             On uniform convergence rates in local polynomial regression
     17.35-18.00   Stockis             Bootstrapping nonparametric estimators of the volatility function
     18.00-18.25   Rau                 Likelihood-based confidence bands for fault line estimators
     Room 020      11: Generalized Linear Models and Multivariate Statistics                                                                 Chair: Heiligers
     16.45-17.30   Dette               Invited Lecture: Opt. designs for multivariate polynomials, continued fractions and some appl. to random matrices
     17.35-18.00   Ceranka             Optimum chemical balance weighing design with diagonal variance-covariance matrix of errors
     18.00-18.25   Lomov               On asymptotic properties of orthogonal regression parameter estimators for dynamic errors-in-variables model
     Room 013      10: Stochastic Processes, Time Series and their Statistics                                                               Chair: Galtchouk
     16.45-17.10   van Doorn           Rates of convergence for birth-death processes
     17.10-17.35   Szekli              On dependence orderings for stationary point processes on R
     17.35-18.00   Brandt              On the moments of overflow and freed carried traffic for the GI/M/C/0 System
     18.00-18.25   Spizzichino         Birth processes and random partitions of intervals
     Room 111      8: Stochastic Models in Biology and Physics                                                                                  Chair: Möhle
     16.45-17.10   Grossmann           Large deviations for optimal local sequence alignments
     17.10-17.35   Redner              Mutation-selection balance: Ancestors and a maximum principle
     17.35-18.00   Baake, E.           Mutation-selection models: A large deviations approach
     18.00-18.25   Baake, M.           Aspects of recombination
     Room 110      9: Stochastic Methods in Optimization and Operations Research                                                           Chair: Waldmann
     16.45-17.10   Schlegel            Subexponential asymptotics for cyclic queues
     17.10-17.35   Bauer               Fluid approximation for controlled queueing networks
     17.35-18.00   Malchin             On the conditional structure of sojourn-times
     18.00-18.25   Sztrik              Asymptotic methods in modelling Markov-modulated finite-source queueing systems
     Room 105      12: Insurance and Finance                                                                                                     Chair: Korn
     16.45-17.10   Esche               Preservation of the Lévy property under an optimal change of measure
     17.10-17.35   Paulsen             On optimal stopping and its application to mathematical finance
     17.35-18.00   Hess                An extension of Panjer's recursion
     18.00-18.25   Brückner            Return distributions and risk-return profiles for future time-intervals in the classical Black-Scholes model
                                          WEDNESDAY , MARCH 20, 2002                                09.00-11.05
     Room 021      5: Stochastic Analysis                                                                                                        Chair: Sturm
     09.25-09.50   Arnold               Periodicity and Sharkovsky's theorem for random dynamical systems
     09.50-10.15   Röckner              Singular dissipative stochastic equations on Hilbert spaces
     10.15-11.00   Werner               Invited Lecture: Random planar curves
     Room 020      6: Spatial Statistics, Stochastic Geometry and Image Processing                                                        Chair: Wackernagel
     09.00-09.45   Stein                Invited Lecture: approximating the likelihood for irregularly observed gaussian random fields
     09.50-10.15   Schlather            A dependence measure for spatial extreme values
     10.15-10.40   Mattfeld             Texture analysis using first-order parameters and stochastic-geometric functions
     10.40-11.05   Hennig               Testing homogeneity of distribution areas of land snails
     Room 013      1: Asymptotic Statistics, Nonparametrics and Resampling                                                                       Chair: Henze
     09.00-09.25   Liebscher            Consistency of estimators as solutions of optimisation problems
     09.25-09.50   Zöllner              A resampling method for constructing a lower confidence bound for a finite population from a censored sample
     09.50-10.15   Ferger               On the minimizing point of the incorrect centered empirical process and its limit distrib. in non-regular experiments
     10.15-10.40   Buchmann             Decompounding: an estimation problem for Poisson random sums
     10.40-11.05   Vasiljev             Nonparametric estimation of errors distribution in linear stochastic control systems
     Room 112      9: Stochastic Methods in Optimization and Operations Research                                                                 Chair: Rieder
     09.00-09.25   Heyde                Stochastic optimal control problems and non-continuous viscosity solutions of the HJB equation
     09.25-09.50   Schäl                Discrete-time dynamic programming for the ruin probability
     09.50-10.15   Bäuerle              Portfolio Optimization in the presence of Markov-modulated volatilities
     10.15-10.40   Roßberg              Mean-Variance Hedging in Jump-Diffusion Markets : An LQ-Approach
     10.40-11.05   Rieder               Portfolio Optimization under Different Information Structures
     Room 111      8: Stochastic Models in Biology and Physics                                                                              Chair: Baake, M.
     09.00-09.25   Külske               Selfaveraging of random diffraction measures
     09.25-09.50   Offinger             On the generation of discrete isotropic orientation distributions for linear elastic polycrystals
     09.50-10.15   Nollau               Statistical methods of model selection for moisture retention characteristics (MRC)
     10.15-10.40   Zwanzig              Application of errors-in-variables models in astrometry
     Room 110      4: Quality Control, Reliability Theory and Survival Analysis                                                              Chair: Reynolds
     09.00-09.25   Okhrin               Tail behaviour of a general family of control charts
     09.25-09.50   Schmid               EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
     09.50-10.15   Fassò                Non-symmetric multivariate monitoring of time correlated data
     10.15-10.40   Steland              Sequential kernel smoothers under local alternatives, optimality, and applications
     10.40-11.05   Göb                  Portfolio selection based on an EWMA performance indicator and SPC intervention methods
     Room 105      13: Open Section                                                                                                          Chair: Schwabe
     09.00-09.25   Behrends             Das Paradoxon von Parrondo
     09.25-09.50   Merkl                Recent results in scenery reconstruction
     09.50-10.15   Bruss                Optimal stopping on patterns in strings
     10.15-10.40   Grübel               Discrete extremes and small fluctuations in the analysis of algorithms
     10.40-11.05   Mattner              Sums of independent random variables: homomorphisms and optimal inequalities




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                                         WEDNESDAY , MARCH 20, 2002                              11.05-15.40
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     11.05-11.30                        Break
     11.30-12.30   Kumar                Plenary Lecture: Spatial communication networks (building 16, Hörsaal 5)
     12.30-14.00                        Lunch Break
     Room 021      10: Stochastic Processes, Time Series and their Statistics                                                             Chair: Kreiss
     14.00-14.25   von Sachs            Forecasting non-stationary time series by wavelet process modelling
     14.25-14.50   Rieder               Robust estimation for time series models based on infinitesimal neighborhoods
     14.50-15.35   Davis                Invited Lecture: Maximum likelihood estimation for all-pass time series models
     Room 020      7: Stochastic Methods in Biometry, Genetics and Bioinformatics                                                Chair: Pigeot-Kübler
     14.00-14.45   Sheehan              Invited Lecture: A graphical modelling approach to complex applications in genetics
     14.50-15.15   Lee                  Power and sample size for DNA microarray studies
     15.15-15.40   Whitmore             A model relating quality of life to latent health status and survival
     Room 013      12: Insurance and Finance                                                                                       Chair: Klüppelberg
     14.00-14.25   Helmes               Pricing perpetual Russian options using linear programming
     14.25-14.50   Zähle                Long range dependence, no arbitrage and the Black-Scholes formula
     14.50-15.15   Kühn                 Game contingent claims in complete and incomplete markets
     15.15-15.40   Lindner              Tail behavior of the density of the Delta-Gamma model
     Room 112      9: Stochastic Methods in Optimization and Operations Research                                                         Chair: Küenle
     14.00-14.25   Schurath             The optimality equation and epsilon-optimal strategies in Markov games with average reward criterion
     14.25-14.50   Hildenbrand          DA problems with distance properties and an expanded conception of optimal monotone/dominant policies
     14.50-15.15   Simon                The common prior assumption in belief spaces
     15.15-15.40   Haar                 Probability and parallelism: Non-sequential stochastic processes
     Room 111      5: Stochastic Analysis                                                                                                Chair: Crauel
     14.00-14.25   Sturm                Martingales in metric spaces
     14.25-14.50   Hesse                Dirichlet problems for maps into trees - stochastic and numerical approaches
     14.50-15.15   Sidorova             Surface limits of Brownian motion in tubular neighbourhoods of a Riemannian manifold
     15.15-15.40   von Renesse          Intrinsic coupling on Riemannian manifolds
     Room 110      1: Asymptotic Statistics, Nonparametrics and Resampling                                                                Chair: Ferger
     14.00-14.25   Roters               Multiple hypotheses testing and expected number of type I errors
     14.25-14.50   Offinger             The asymptotic distribution of the Wald statistic at singular parameter points
     14.50-15.15   Franz                On a new multivariate two-sample test
     15.15-15.40   Czado                Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distrib.
     Room 105      6: Spatial Statistics, Stochastic Geometry and Image Processing                                                         Chair: Nagel
     14.00-14.25   Blaszczyszyn         Some stochastic geometry models of mobile communication
     14.25-14.50   Mathar               Interference calculation for CDMA mobile networks using stochastic geometrical models
     14.50-15.15   Scherbakov           Coverage problem for the whole space
     15.15-15.40   Kämpke               Markov fields and superresolution images
                                         WEDNESDAY , MARCH 20, 2002                             15.40-24.00
     15.40-16.10                      Break

     Room 021      1: Asymptotic Statistics, Nonparametrics and Resampling                                                               Chair: Czado
     16.10-16.35   Henze               Invariant tests for symmetry about an unspecified point
     16.35-17.00   Neumeyer            Testing the equality of nonparametric regression functions – an empirical process approach
     17.00-17.25   Neumann             Tests of time series models
     17.25-17.50   Bischoff            Asymptotic regression models
     Room 020      3: Limit Theorems, Large Deviations and Statistics of Extremes                                                        Chair: Csörgo
     16.10-16.35   Rüschendorf         A general limit theorem for recursive combinatorial structures
     16.35-17.00   Caliebe             Representation of solutions of a distributional fixed point equation
     17.00-17.25   Alsmeyer            Limit theorems for iterated random lipschitz functions by regenerative methods
     17.25-17.50   Heinrich            Rates of convergence in stable limit theorems for power sums of continued fraction expansions
     Room 013      9: Stochastic Methods in Optimization and Operations Research                                                       Chair: Kolonko
     16.10-16.35   Wessels             Simple solutions for some classes of queueing problems
     16.35-17.00   Waldmann            On Markov decision processes with an absorbing set
     17.00-17.25   Tijms               Computing the transient reward distribution in continuous-time Markov chains
     17.25-17.50   Kolonko             Solving a sequential optimization problem with stochastic evolutionary algorithms
     Room 112      8: Stochastic Models in Biology and Physics                                                                           Chair: Nollau
     16.10-16.35   Bovier              Aging in the random energy model
     16.35-17.00   Sortais             Large deviations in the Langevin dynamics of some disordered systems
     17.00-17.25   Adams               About large deviations for the field of gradients and their thermodynamic properties
     17.25-17.50   Deuschel            Dynamical entropic repulsion
     Room 111      5: Stochastic Analysis                                                                                           Chair: Scheutzow
     16.10-16.35   Höpfner             Nummelin-Splitting in stetiger Zeit via "begleitende Folgen von Harris-Prozessen"
     16.35-17.00   Bank                A stochastic representation theorem with applications to optimization and obstacle processes
     17.00-17.25   Kunz                Extremes of multidimensional stationary diffusion processes
     17.25-17.50   Roth                Initial-boundary-value problems for hyperbolic stochastic partial differential equations
     Room 110      11: Generalized Linear Models and Multivariate Statistics                                                      Chair: von der Linde
     16.10-16.35   Schmelz             Estimation for the multivariate ordered probit model with Markov chain Monte Carlo methods
     16.35-17.00   Mosler              Multivariate central regions and depth: The lift zonoid approach
     17.00-17.25   Gallegos            Maximum likelihood clustering with outliers

     18.00-20.00                      Assembly of the Fachgruppe (incl. Prize Winning Lecture of Ruckdeschel: Robust recursive Kalman-Filtering)
     20.00                            Conference Dinner (MDR-Landesfunkhaus Sachsen-Anhalt, Elbinsel Rotehorn)




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                                              T HURSDAY , MARCH 21, 2002                      09.00-11.15
     Room 021      9: Stochastic Methods in Optimization and Operations Research                                                            Chair: Rieder
     09.00-09.45   Runggaldier          Invited Lecture: On optimal investment strategies under model uncertainty
     09.50-10.15   Neumann              Randomized stopping times in stopping games of Dynkin type
     10.15-10.40   Porosinski           On best choice problems having similar solutions
     Room 020      12: Insurance and Finance                                                                                             Chair: Schmidli
     09.00-09.25   Klüppelberg          Optimal portfolios when stock prices follow an exponential Lévy process
     09.25-09.50   Korn                 Neue Ergebnisse aus der Portfolio-Optimierung
     09.50-10.15   Stummer              On a decision risk reduction for asset price models
     10.15-10.40   Kallsen              Neutral derivative pricing in incomplete markets
     Room 013      4: Quality Control, Reliability Theory and Survival Analysis                                                            Chair: Schmid
     09.00-09.25   Morais               On the alarm rates of quality control schemes
     09.25-09.50   Knoth                CUSUMs and EWMAs: Favourites and Falsities
     09.50-10.35   Reynolds             Invited Lecture: CUSUM charts for Detecting changes in a proportion
     Room 112      3: Limit Theorems, Large Deviations and Statistics of Extremes                                                   Chair: Eichelsbacher
     09.00-09.25   Scheutzow            Small ball probabilities and the quantization problem for Gaussian measures
     09.25-09.50   Dereich              Small ball probabilties around random centers for Gaussian measures
     09.50-10.15   Drees                On maximal occupation time estimators of the extreme value index
     10.15-10.40   Guillou              On exponential representations of log-spacings of extreme order statistics
     Room 111      5: Stochastic Analysis                                                                                                   Chair: Arnold
     09.00-09.25   Crauel               Noise-assisted high-gain stabilisation
     09.25-09.50   Pavlyukevich         Stochastic resonance. Optimal tuning of diffusions and Markov chains.
     09.50-10.15   Herrmann             Relation between stochastic resonance and jumps in a two-state Markov chain
     10.15-10.40   Weber                The averaging principle and diffusion processes on graphs
     Room 110      8: Stochastic Models in Biology and Physics                                                                          Chair: Etheridge
     09.00-09.25   Geiger               Limit theorems for branching processes in random environment
     09.25-09.50   Sturm                A branching process in a random environment relating to SPDEs in higher dimensions
     09.50-10.15   Blath                Thick points of super-Brownian motion
     10.15-10.40   Vogt                 Collision local time of singular catalytic Super-Brownian Motion
     Room 105      6: Spatial Statistics, Stochastic Geometry and Image Processing                                                        Chair: Mattfeld
     09.00-09.25   Nagel                Limits of sequences of stationary planar tessellations, generated by superposition and nesting
     09.25-09.50   Maier                Fast sampling of the typical cell of stationary Poisson-type tessellations in Rd
     09.50-10.15   Böhm                 Palm representation and approximation of the covariance of random closed sets
     10.15-10.40   Hug                  Contact distributions of geometric Poisson processes

     10.40-11.15                      Break
                                              T HURSDAY , MARCH 21, 2002                        11.15-15.30
     Room 021      3: Limit Theorems, Large Deviations and Statistics of Extremes                                                          Chair: Dehling
     11.15-12.00   Csörgö              Invited Lecture: Resolution of the St. Petersburg paradox
     12.05-12.30   Krengel             Relatives of the Levy continuity theorem
     Room 020      5: Stochastic Analysis                                                                                                 Chair: Röckner
     11.15-11.40   Lisei               Flows and attractors for a stochastic Navier-Stokes equation
     11.40-12.05   Schmalfuß           Stochastic partial differential equations driven by the fractional brownian motion
     12.05-12.30   Buckwar             Stability in p-th mean of stochastic delay differential equations and their numerical solutions
     Room 013      4: Quality Control, Reliability Theory and Survival Analysis                                                             Chair: Knoth
     11.15-11.40   Ferger              Boundary detection based on set-indexed empirical processes
     11.40-12.05   Weigand             Adaptive inspection policy in the case of unknown failure intensity
     12.05-12.30   von Collani         Prediction and tolerance regions in quality control
     Room 112      1: Asymptotic Statistics, Nonparametrics and Resampling                                                               Chair: Dümbgen
     11.15-11.40   Kohler              Nonasymptotic bounds on the L2 error of neural network regression estimates
     11.40-12.05   Ziegler             On local bootstrap bandwidth choice in kernel density estimation
     12.05-12.30   Meise               Residual based bandwidth choice
     Room 111      12: Insurance and Finance                                                                                                Chair: Kiesel
     11.15-11.40   Hinz                A production--based approach to valuation of electricity derivatives
     11.40-12.05   Bank                Optimal consumption choice in the presence of durable and perishable goods
     Room 110      8: Stochastic Models in Biology and Physics                                                                           Chair: Baake, E.
     11.15-11.40   Winter              Particle representation of interacting Fisher-Wright diffusions and applications
     11.40-12.05   Greven              Multitype population models
     12.05-12.30   Georgii             Entropy-driven phase transitions in multitype lattice gas models
     Room 105      2: Computer Intensive Methods and Stochastic Algorithms                                                                 Chair: Stützle
     11.15-11.40   Müller              A regression approach to modelling high frequency financial data
     11.40-12.05   Theis               Clustering of business cycles in optimal directions found by SIR and DAME
     12.05-12.30   Andronov            Resampling approach and its modifications

     12.30-14.00                       Lunch Break
     14.00-15.00   Ineichen            Plenary Lecture: Würfel, Zufall und Wahrscheinlichkeit - ein Blick auf die Vorgeschichte der Stochastik
                                       (building 16, Hörsaal 5)
     15.00-15.30                       Break




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                                             T HURSDAY , MARCH 21, 2002                        15.30-19.00
     Room 021      1: Asymptotic Statistics, Nonparametrics and Resampling                                                                 Chair: Bischoff
     15.30-15.55   Dümbgen             Confidence bounds for quantiles based on interval-censored data
     15.55-16.20   Neuhaus             Some simple unconditional and conditional tests for testing tumour onset times
     16.20-16.45   Freitag             Nonparametric estimation of survival curves from interval-censored data
     Room 020      2: Computer Intensive Methods and Stochastic Algorithms                                                                Chair: Andronov
     15.30-16.15   Bühlmann            Invited Lecture: Bagging and boosting: Asymptotic aspects and new insights
     16.20-16.45   Stützle             Bagging with or without replacement?
     Room 013      4: Quality Control, Reliability Theory and Survival Analysis                                                              Chair: Kahle
     15.30-15.55   Argac               Confidence intervals on the among group variance component in an unbalanced (...) one-way random eff. model
     15.55-16.20   Stute               Nonparametric analysis of survival data under reporting delays
     15.55-16.20   Figueiredo          The total median in statistical quality control
     16.20-16.45   Franz               Stress-dependent repair models and Bayes parameter estimation
     Room 112      10: Stochastic Processes, Time Series and their Statistics                                                               Chair: Brandt
     15.30-15.55   Keller              Symbolic analysis of high-dimensional time series
     15.55-16.20   Wittfeld            Ordinal time series analysis with application to EEG-data
     16.20-16.45   Reitmann            Est. of bifurcation parameters in dynamics of elastic-plastic systems via time-series analysis of Lyapunov funct.
     Room 111      5: Stochastic Analysis                                                                                                  Chair: Höpfner
     15.30-15.55   Martin              Small ball asymptotics for stochastic wave equations
     15.55-16.20   Blömker             On thin film growth
     16.20-16.45   Hirth               Viability of stochastic differential inclusions in Hilbert space
     Room 110      7: Stochastic Methods in Biometry, Genetics and Bioinformatics                                                            Chair: Finner
     15.30-15.55   Kauermann           Gene Classification using Penalised Mixture Models
     15.55-16.20   Möhle               A markov chain Monte Carlo algorithm for the Ewens sampling distribution and applications to neutrality tests
     16.20-16.45   Reich               On the waiting time for patterns in Markov chains

     16.45-17.00                      Lunch Break
     17.00-19.00                      Podium Discussion: Stochastik für die Schule (Chair: Henze, building 16, Hörsaal 5)
                                              FRIDAY , MARCH 22, 2002                          09.00-11.10
     Room 021      5: Stochastic Analysis                                                                                                     Chair: Zähle
     09.00-09.25   Schurz                Lax-Richtmeyer approx. principle for stoch. processes on weak Hilbert spaces H2([0,T]) with appl. to SDEs
     09.25-09.50   Wunderlich            Finite element approximations of random heat equations
     09.50-10.15   Starkloff             Random differential equations with weakly correlated parameters
     10.15-10.40   Kandler               Approximation of weakly correlated processes using moving-average processes
     Room 020      4: Quality Control, Reliability Theory and Survival Analysis                                                              Chair: Ferger
     09.00-09.25   Cramer                Progressive censoring: model, inference, and experimental design
     09.25-09.50   Tiedge                A twodimensional damage model for dependent elements
     09.50-10.15   Klar                  The L-class and the M-class of life distributions
     10.15-10.40   Hackl                 Studiendauer und Studienabbruchquote österreichischer Studierender
     Room 013      3: Limit Theorems, Large Deviations and Statistics of Extremes                                                              Chair: N.N.
     09.00-09.25   Eichelsbacher         Stein's method and Gibbs measures
     09.25-09.50   Klesov                The strong law of large numbers for "subsequences" on the plane
     09.25-09.50   Einmahl               Moderate deviation probabilities for open convex sets
     09.50-10.15   Roos                  Improvements in the Poisson approximation of mixed Poisson distributions
     10.15-10.40   Einmahl               Moderate deviation probabilities for open convex sets
     Room 112      6: Spatial Statistics, Stochastic Geometry and Image Processing                                                      Chair: Schlather
     09.00-09.25   Ambartzumian          Wicksell problem for planar particles of random shape
     09.25-09.50   Patzschke             Tangent measure distributions of self-conformal measures
     09.50-10.15   Spodarev              Roses of neighborhood for stationary processes of flats
     10.15-10.40   van Lieshout          Markov sequential point processes
     Room 111      7: Stochastic Methods in Biometry, Genetics and Bioinformatics                                                     Chair: Kauermann
     09.00-09.25   Kropf                 Statistical analysis of gene expression array data based on spherically distributed scores
     09.25-09.50   Wienke                A genetic analysis of cause-specific mortality data of Danish twins
     09.50-10.15   Fried                 PCA and graphical models for monitoring vital signs
     10.15-10.40   Finner                The partitioning principle: A powerful tool in multiple decision theory
     Room 110      13: Open Section                                                                                                         Chair: Gaffke
     09.00-09.25   Singh                 A class of selection procedures for selecting good populations
     09.25-09.50   Kuhnt                 Outliers in generalized linear models
     09.50-10.15   Pawlitschko           Median-based rules for outlier identification in samples from an exponential distribution
     10.15-10.40   Schwabe               Effiziente Planung von Paarvergleichen bei beschränkter Profilstärke

     10.40-11.10                      Break




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                                             FRIDAY , MARCH 22, 2002                           11.10-12.50
     Room 021      5: Stochastic Analysis                                                                                               Chair: Schmalfuß
     11.10-11.35   Voit                 Martingale characterizations of L'evy processes
     11.35-12.00   Kassmann             Green functions of stable-type processes, An analytic approach
     12.00-12.25   Hausenblas           Error analysis for approximation of stochastic differential equations driven by Poisson random measures
     Room 020      4: Quality Control, Reliability Theory and Survival Analysis                                                              Chair: Kamps
     11.10-11.35   Kahle                Modelling the influence of maintenance actions
     11.35-12.00   Lehmann              A degradation based reliability model for repairable items
     12.00-12.25   Utkin                Interval software reliability models as generalization of probabilistic and fuzzy models
     12.25-12.50   Zaidmann             Optimal stop times for processes with restorations
     Room 013      3: Limit Theorems, Large Deviations and Statistics of Extremes                                                            Chair: Grübel
     11.10-11.35   Becker-Kern          Limit theorems for coupled continuous time random walks
     11.35-12.00   Scheffler            On the distribution of continuous time random walk limits
     12.00-12.25   Zaigraev             Multivariate large deviations with compactly supported distributions and stable exponential families
     12.25-12.50   Christoph            On rates of convergence to discrete stable limit laws
     Room 112      6: Spatial Statistics, Stochastic Geometry and Image Processing                                                            Chair: Stein
     11.10-11.35   Schuhmacher          Distance estimates for spatial Poisson process approximations
     11.35-12.00   Prokopenko           Inference for binary regression data with spatial and cluster effects
     12.00-12.25   Hillebrand           Nonparametric regression in image analysis: On corner preserving M-kernel smoothing
     12.25-12.50   Wackernagel          Geostatistics with station data and numerical model output
     Room 111      7: Stochastic Methods in Biometry, Genetics and Bioinformatics                                                      Chair: Kauermann
     11.10-11.35   Wälder               Modelling the fruit and root dispersion of forest trees
     11.35-12.00   Ziezold              Statistical shape analysis in biology
     12.00-12.25   Liebscher            Stochastic Modelling for the for the COMET-assay
     Room 105      2: Computer Intensive Methods and Stochastic Algorithms                                                                     Chair: N.N.
     11.10-11.35   Naumov               Why classical design of experiments problem is a non-effective one?
     11.35-12.00   Chepurin             SEA-method computing in multivariative analysis
     12.00-12.25   Kolpakov             Numerical experiments on effective dielectric constant of a high-contrast random medium

				
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