P r o g r a m

 
<<
Back

Tuesday, May 18, 2010
 

Morning

Registration

8:00-8:30

Opening

8:30-8:45

Soltani (Hall 1)

New classes of distributions on  QUOTE  

8:45-10:00

Nematollahi (Hall 1)

Conditional inferences in AR(1) model under symmetric and asymmetric loss functions

Khorshidian (Hall 2)

The forward-backward algorithm for simulating stationary distribution of Markov chains

10:00-10:45

Break

10:45-11:00

Shishebor (Hall 1)

A survey on infinite dimensional random vector

Alishahi (Hall 2)

Bound of capacity of CDMA channel

11:00-11:45

Zamani, A. (Hall 1)

Limit theorems and conditional expectation (Part 1)

11:45-12:15

Bastani (Hall 2)

On numerical solution of partial differential equations with stochastic coefficients

11:45-12:30

Sajjadnia (Hall 1)

Limit theorems and conditional expectation

(Part 2)

12:15-12:45

Lunch

12:45-14:00

Afternoon

 Amindavar, Mohammadi (Hall 1)

Ornstein-Uhlenbeck processes

Jahanipour (Hall 2)

Some recent results on stochastic functional evolution equations

14:00-14:40

Break

14:40-15:00

Robinson (Hall 1)

Lecture1: Estimation of temporal and spatial power law trends

Lecture2: Nonparametric and semiparametric regression with spatial data

15:00-18:30

 

 

 

 

 

 

 

 

 

 

 

 


The lunch fee, which is 20,000 Rials per day, will be due at the time of lunch.

 

Wednesday, May 19, 2010
 

Morning

Robinson (Hall 1)

Parametric inference on strong dependence

8:30-9:45

Zanganeh (Hall 1)

A review lecture on semilinear stochastic evolution equation with monotone nonlinearity

9:45-11:00

Break

11:00-11:20

Mohammadpour, M. (Hall 1)

Forward moving average representations in periodically correlated processes

11:20-12:00

Rezakhah and Modarresi (Hall 1)

Levy processes

12:00-12:40

Group Photo

12:40 - 13:00

Lunch

13:00-14:00

Afternoon

Ahmadijavid (Hall 1)

Truncation-invariant copulas and related concepts

14:00-14:40

Break

14:40-15:00

Mikosch (Hall 1)

Lecture1: Evidence and modeling of extremes in finance, insurance and telecommunications

Lecture2: Extremes of financial time series

Lecture3: The extremogram: a correlogram for extreme events

15:00-18:30


The lunch fee, which is 20,000 Rials per day, will be due at the time of lunch.

 

Thursday, May 20, 2010
 

Morning

Mikosch (Hall 1)

Large deviations for regularly varying random walks

8:30-9:45

Break

9:45-10:00

Zamani, Sh. (Hall 1)

Default risk models

 

Varsei (Hall 2)

Further randomization of  Riemann sums leading to the Lebesgue integral

10:00-10:45

Mohammadpour, A. (Hall 1)

Independence, sub-independence,  and association of alpha-stable random variables

Pezeshk (Hall 2)

A modified hidden Markov model in protein structure prediction

10:45-11:30

Tahmasbi (Hall 1)

Application of Malliavin calculus for S.D.E. with monotone drift

Zarpak (Hall 2)

Image segmentation using Gaussian mixture model

11:30-12:00

Amiri (Hall 1)

Bayesian inference on stochastic volatility models  in an environmental study

Fallah (Hall 2)

A multi-state  transition model for count data: Application to change in cognitive scores over a fixed time interval

12:00-12:30

Lunch

12:30-14:00

Afternoon

Amindavar (Hall 1)
Application of 1D & 2D garch noise modeling
Parvardeh (Hall 2)
Local times and self-intersection local times for stable processes

14:00-14:40

Break

14:40-15:00

Closing Ceremony

15:00-15:30

Excursion

15:30-17:30


The lunch fee, which is 20,000 Rials per day, will be due at the time of lunch.
  

 
Copyright 2000 - 2010
Institute for Studies in Theoretical Physics and Mathematics (IPM)
All rights reserved.
  Please submit your comments or questions here, or contact Webmaster.