International conference on selfsimilar processes and their applications

Schedule

Schedule

Complete version


Monday, July 20th

8:30 - 9:00   Welcome

9:00 - 10:00   Gennady Samorodnitsky  What self-similar processes best describe the input to communication network models ?

10:00 - 10:30   Yimin Xiao   Selfsimilar Gaussian Random Fields and Their Properties

10:30 - 11:00   Coffee break

11:00 - 11:30   Ron Doney   The density of the maximum of a stable process

11:30 - 12:00   Sonia Fourati   Explicit formulaes solving the exit problem for a class of Lévy processes and applications

12:00 - 12:30   Juan Carlos Pardo  The upper envelope of positive self-similar Markov processes

12:30 - 14:30   Lunch

14:30 - 15:30   Kenneth Falconner   Multistable and Multifractional Processes

15:30 - 16:00   Karoli Simon   Difference of random Cantor sets

16:00 - 16:30   Coffee break

16:30 - 17:00   Thomas Duquesne   The packing measure

17:00 - 17:30   Matthias Winkel  Regenerative tree growth: binary self-similar continuum random trees and Poisson-Dirichlet compositions

17:30 - 18:00   Alexander Gnedin   Limit laws for stick-breaking partitions

18:00 - 18:30   Poster session


Tuesday, July 21st

9:00 - 10:00   Andreas Kyprianou   The n-tuple laws

10:00 - 10:30   Maria Emilia Caballero   Lamperti Stable processes

10:30- 11:00   Coffee break

11:00 - 11:30   Ernst Eberlein   Valuation of exotic options in Lévy models

11:30 - 12:00   Jacques Istas   Fractional fields indexed by metric spaces

12:00 - 12:30   Albert Benassi   Selfsimilar Divergence free Gaussian Random Vectors Fields with Stationnary Increments and Multiscale Sampling Analysis of Divergence Free Vectors Fields

12:30 - 14:30   Lunch

14:30 - 15:00   Stéphane Jaffard   Detection of oscillating singularities in signals: A new avatar of multifractal analysis

15:00 - 15:30   Vincent Beffara   Monochromatic arm exponents for percolation

15:30 - 16::00   Clément Hongler   Energy density in 2D Ising model

16:00 - 16:30   Coffee break

16:30 - 17:00   Pierre Vallois   On subexponentiality of the Lévy measure of the diffusion inverse local time. Application to penalization

17:00 - 17:30   Cyprian Tudor   Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes

17:30 - 18:00   Anthony Réveillac  Convergence of the weighted quadratic variations of some fractional Brownian sheets

19:00 - 20:00   Greeting from the local authorities


Wednesday, July 22nd

9:00 - 10:00   Murad Taqqu   A multiple stochastic integral criterion for an almost sure central limit theorem with applications to increments of fractional Brownian motion

10:00 - 10:30   Laurent Decreusefond   Time reversal of fractional Brownian motion driven SDE

10:30 - 11:00   Coffee break

11:00 - 11:30   Jean-Christophe Breton   Rescaled weighted random balls models and stable self-similar random fields

11:30 - 12:00   Erik Broman   Connectivity phase transitions in fractal percolation I

12:00 - 12:30   Federico Camia   Connectivity phase transitions in fractal percolation II

12:30 - 14:30   Lunch

Free afternoon - Excursion


Thursday, July 23rd

9:00 - 10:00   Gérard Letac   Exit times of Brownian motion and random convex sets in the plane

10:00 - 10:30   Jacek Wesolowski   Quadratic harnesses-transformations and conditioning

10:30 - 11:00   Coffee break

11:00 - 11:30   Gerónimo Uribe Bravo   Markovian Bridges: weak continuity and pathwise constructions

11:30 - 12:00   Pierre Patie   Law of the absorption time of self-similar Markov processes

12:00 - 12:30   Tomasz Jakubowski   Green function estimates for α-stable Ornstein-Uhlenbeck processes

12:30 - 14:30   Lunch

14:30 - 15:30   Grégory Miermont   Scaling limits of random planar maps with large faces

15:30 - 16:00   Bénédicte Haas   Asymptotic behavior of solutions to the fragmentation equation with shattering: an approach via self-similar Markov processes

16:00 - 16:30   Coffee break

16:30 - 17:00   Laure Coutin   Multifractional random walk

17:00 - 17:30   Ivan Nourdin   Combining Stein’s method with Malliavin calculus, I: general theory

17:30 - 18:00   Giovanni Peccati   Combining Stein’s method with Malliavin calculus, II: optimal bounds and universality

18:00 - 18:30   Poster session


Friday, July 24th


Special day dedicated to the 60th birthday of Marc Yor

9:00 - 10:00   Jean-François Le Gall   The continuous limit of large random planar maps

10:00 - 10:30   Jean-François Delmas   A continuum-tree-valued Markov process

10:30 - 11:00   Coffee break

11:00 - 12:00   Marc Yor   Processus croissant pour l’ordre convexe et martingales

12:00 - 12:30   Larbi Alili   Further results on exponential factorisations and applications

12:30 - 14:30   Lunch

14:30- 15:00   Michal Rams   Projections of percolation fractals

15:00 - 15:30   Hideki Tanemura   Noncolliding Processes and Random Matrices

15:30 - 16:00   Makoto Katori   Zeros of Airy Function and Relaxation Process

16:00 - 16:30   Coffee break

16:30 - 17:00   Wlodzimierz Bryc   Quadratic harnesses and Askey-Wilson integral



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