From Analysis to Stochastics: A Workshop along Ulrich Stadtmüller's Scientific Interests
The aim of this workshop is to bring together internationally leading as well as young researchers from the diverse but closely interrelated areas of analysis, probability and statistics. Likewise various applications with a focus on biometric and economic questions shall be covered.
The selection of topics is closely related to the scientific interests of Ulrich Stadtmüller since he started at Ulm University in the 1970ies.
The workshop takes place at Ulm University (Helmholtzstr. 18, Room 2.20) from Monday, April 3rd to Tuesday, April 4th, 2017.
A registration form can be found <link file:238314 download file>here. If you wish to attend the workshop, please fill out the registration form and send it back to <link mawi finmath people nacca internal-link>Eva Nacca via e-mail, fax (please use the fax number given in the form) or regular mail by March 15, 2017.
Please note that the conference fee is 40 EUR for all participants and should be paid by March 15, 2017 (see above pdf file for bank details). In case of any queries regarding the registration or the workshop itself, please feel free to contact Eva Nacca.
- Nick Bingham (Imperial College, UK)
- Ingo Fahrner
- Allan Gut (Uppsala University, Sweden)
- Oleg Klesov (National Technical University of Ukraine, Ukraine)
- Claudia Klüppelberg (Technical University of Munich, Germany)
- Werner Kratz (Ulm University, Germany)
- Elijah Liflyand (Bar-Ilan University, Israel)
- Alexander Lindner (Ulm University, Germany)
- Hans-Georg Müller (University of California, Davis, USA)
- Markus Pauly (Ulm University, Germany)
- Miroslaw Pawlak (University of Manitoba, Canada)
- Josef Steinebach (Universitaet zu Koeln , Germany)
Furthermore the following junior scientists from Ulm University will give a talk:
- Michael Harder
- Ivan Lecei
- Johanna Vestweber
09:10-10:05 Josef Steinebach
Limit Laws for the Increments of Stochastic Processes
10:05-10:35 Michael Harder
Exchangeability of Copulas: Limits and Tests
10:35-11:00 Coffee Break
11:00-11:45 Claudia Klüppelberg
Can we identify a max-linear model on a DAG by the tail dependence coefficient matrix?
11:45-12:30 Allan Gut
The weak law of large numbers and the St. Petersburg game
14:00-14:45 Elijah Liflyand
Asymptotic relations for the Fourier transform of a function of bounded variation
14:45-15:15 Ivan Lecei
A parametric test for the domain of attraction of a copula
15:15-15:45 Coffee Break
09:00-09:45 Nick Bingham
Regular variation: New variations on an old theme
09:45-10:30 Oleg Klesov
Asymptotic behavior of renewal sets
10:30-10:50 Coffee Break
10:50-11:35 Alexander Lindner
On quasi-infinitely divisible distributions
11:35-12:05 Johanna Vestweber
Geometric Ergodicity of the Multivariate Continuous-time GARCH(1,1) Process
13:45-14:30 Miroslaw Pawlak
Signal Sampling and Recovery: From Shannon to Rice
14:30-15:15 Markus Pauly
Nonparametric Procedures for Factorial Designs: Treatment Effects and Testing Hypotheses
15:15-16:00 Hans-Georg Müller
Nonlinear Methods for Samples of Densities and Functional Data
Venue and Travel information
A site plan of the campus and detailed travel information can be found here.
The conference will take place in the building of the Faculty of Mathematics and Economics, Room 2.20. The room is situated in the second floor Helmholtzstraße 18 which can be found on that map .
The best way to get there is by bus line 3 (coming from city centre). The stop is "Botanischer Garten". From there you walk approximately 5 minutes to Helmholtzstraße 18.
Substantial financial support by the board of Ulm University to organise this workshop is gratefully acknowledged.