Recent Developments in Stochastic Methods and Applications

PART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation.- D. F. Kuznetsov and M. D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner-Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier-Legendre Series.- M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision.- T. Belkina, Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations.- M. L. Esqu´ivel, N. Machado, N. P. Krasii, P. P. Mota, On the Information Content of some Stochastic Algorithms.- V. Khatskevich, On modification of the law of large numbers and linear regression of fuzzy random variables.- B. Yana, Stochastic approach to the vanishing viscosity method.- E. Burnaev, Generalization Bound for Imbalanced Classification.- A. Lykov, V. Malyshev, M. Melikian, and A. Zamyatin, Resonance in Large Finite Particle Systems.- A. I. Zhdanok, Cycles in Spaces of Finitely Additive Measures of General Markov Chains. E. Yarovaya, D. Balashova, I. KhristolyubovIV, Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources.- E. Pchelintsev, S. Pergamenshchikov, Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data.- S. Bobkov, A. Naumov, V. Ulyanov, Two-sided bounds for PDF's maximum of a sum of weighted chi-square variables.- Y. A. Demidovich and D. A. Shabanov, On the chromatic number of a random 3-uniform hypergraph.- V. Melas and D. Salnikov, On asymptotic power of the new test for equality of two distributions.- G. Christoph and V. V. Ulyanov, Random Dimension Low Sample Size Asymptotics.- P. Yaskov, Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions.- A. Veretennikov, On positive recurrence of one-dimensional diffusions with independent switching

Albert N. Shiryaev is a Chief Scientific Researcher at Steklov Mathematical Institute of the Russian Academy of Sciences and the Head of the Probability Theory Department of the Faculty of Mechanics and Mathematics at Lomonosov Moscow State University. He is a Full Member of the Russian Academy of Sciences and the recipient of many honours and awards, including the Markov Prize in 1974, the Kolmogorov Prize in 1994, and the Chebyshev Medal of the Russian Academy of Science in 2017. His numerous other books include Probability [translated by Dmitry M. Chibisov], Limit Theorems for Stochastic Processes [with Jean Jacod], Optimal Stopping Rules [translated by A.B. Aries], Stochastic Disorder Problems [translated by Andrei Iacob], and Statistics of Random Processes [with Robert S. Liptser].
Konstantin Samouylov received his PhD in Probability Theory from the Moscow State University, in 1985, and a Full Doctor of Sciences degree in Telecommunications from the Moscow Technical University of Communications and Informatics in 2005. In 1985-1996, he held several positions at the Faculty of Science of the Peoples' Friendship University of Russia (RUDN University), where he became a head of Telecommunications System Department in 1996. Since 2014, he has been the head of the Applied Probability and Informatics Department, and since 2017, he has also held the position of Director of Applied Mathematics and Communications Technology Institute (IAM&CT) at RUDN University. He was visiting professor/professor-research at Lappeenranta University of Technology and Helsinki University of Technology (Aalto), Finland; Moscow Technical University of Telecommunications and Informatics, Russia; Moscow International Higher Business School (Mirbis), Russia; and University of Pisa, Italy. He was a member of the ITU-T SG11 and IFIP TC6 WG 6.7. He has worked in a number of R&D projects within different frameworks, e.g., COST IRACON, projects of Russian Foundation for Basic Research