Conference on Stochastic Models and their Applications (CSMA) August 21, 2011

The aim of the conference is to bring together researchers in probability theory, stochastic processes, mathematical statistics and related fields.

It will provide an opportunity for exchanging ideas and discussing recent results and new trends in stochastic models and their applications.

The conference will be held on August 22-24, 2011 at University of Debrecen, Hungary.

The conference, marking the 80th birthday of Mátyás Arató, is in honour of his many contributions to science. In the context of these achievements, the conference will focus on the following subjects:

1. TIME SERIES ANALYSIS AND DYNAMICAL METHODS

2. PERFORMANCE EVALUATION

3. WEAK LIMIT THEOREMS

4. STRONG LIMIT THEOREMS

5. MATHEMATICAL STATISTICS

Deadlines

Abstracts Submissions: June 15th, 2011.

Authors Notifications: June 30th, 2011.

The final registration: June 15th, 2011.

Sections

1. TIME SERIES ANALYSIS AND DYNAMICAL METHODS

Objectives of the section are highlighting recent time and frequency domain methods for the analysis of linear/non Gaussian, nonlinear time series with applications in several fields in practice. Keywords: estimation and inference for linear and nonlinear models, detecting nonlinear behavior, test for Gaussianity, long- and short-memory time series, generalized dynamic models.

2. PERFORMANCE EVALUATION

This section solicits papers on the development and application of state-of-the-art analytic, simulation, and measurement-based performance evaluation techniques. Topics of interest include, but are not limited to: performance-oriented design and evaluation of: communication networks, mobile and wireless systems, Web services, peer-to-peer systems, grid computing, distributed systems, multimedia systems.

3. WEAK LIMIT THEOREMS

The aim of this section is to present recent results and developments concerning the role of weak limit theorems in probability theory, theory of stochastic processes and mathematical statistics. Emphasis is placed on statistical inference of all kinds of stochastic processes, especially of time series and of branching processes, both in discrete and continuous time cases, as well as of diffusion proceses and spatial processes.

4. STRONG LIMIT THEOREMS

The purpose of the section is to give an account of recent development in the field of strong theorems in probability and statistics. Topics of interest include, but are not limited to law of large numbers, law of the iterated logarithm, almost sure limit theorems, weak dependence of random variables, probability and moment inequalities, consistency of estimators.

5. MATHEMATICAL STATISTICS

The aim of this section is to present recent results in mathematical statistics including regression analysis, errors-in-variables models, ecometrics. Both theoretical results and applications are welcome.

Conference information provided by konferenciakalauz.hu

Official Website: http://www.inf.unideb.hu/csma2011/index.php/csma2011/csma2011