Keynotes

We are pleased to announce that the following keynote speakers have confirmed their participation at the ACMPT-2017 conference

 

Albert N. Shiryaev – Head of Department of Mechanics and Mathematics of Moscow State University

Title: TBA

Date and time: TBA

Abstract: TBA

Biography: He graduated from the M.V. Lomonosov Moscow State University in 1957. From that time till now he has been working in Steklov Mathematical Institute. He earned his candidate degree in 1961 (Andrey Kolmogorov was his advisor) and a doctoral degree in 1967 for his work “On statistical sequential analysis”. He is a full professor at the department of mechanics and mathematics of Moscow State University, since 1971. He was elected a corresponding member of the Russian Academy of Sciences in 1997 and a full member in 2011. As of 2007 Shiryaev holds a 20% permanent professorial position at the School of Mathematics, University of Manchester.

Areas of expertise: Nonlinear theory of stationary stochastic processes, Problems of fast detection of random effects, Problems of optimal nonlinear filtration, stochastic differential equations, Problems of stochastic optimization, Problems of general stochastic theory and martingale theory, Problems of stochastic finance


Andrey M. Zubkov – Head of Department of mathematical statistics and stochastic processes of Moscow State University

Title:  On the life and scientific activity of A.D. Soloviev

Date and time: TBA

Abstract: TBA

Biography: Andrey M. Zubkov graduated from Faculty of Mathematics and Mechanics of M. V. Lomonosov Moscow State University in 1970 (department of probability theory). Ph.D. thesis was defended in 1972. D.Sci. thesis was defended in 1982.

Head of Department of Discrete Mathematics of Steklov Mathematical Institute, head of the Department of mathematical statistics and stochastic processes of Moscow State University. Full member of the Academy of Cryptography of the Russian Federation. He is a member of editorial boards of the journals “Theory of Probability and its Applications”, “Discrete Mathematics”, “Mathematical Problems in Cryptography”, a member of the Scholars and Dissertational Councils of the Steklov Mathematical Institute and Department of Mechanics and Mathematics of the Moscow State University. In 1991 he was awarded the Order of Honor, in 2004 he was awarded the Medal of the Order “For Services to the Fatherland” II degree. Author and co-author of more than 100 scientific articles.

Areas of expertise: branching processes, limit theorems, combinatorics, Markov chains, extremal problems, statistics.


Nozer D. Singpurwalla – Chair Professor of Risk Analysis and Management at the City University of Hong Kong

Title: to be announced

Date and time: TBA

Abstract: TBA

 Biography: Nozer D. Singpurwalla is an Emeritus Professor of Statistics and Distinguished Research Professor at the George Washington University in Washington, D.C. He has been Visiting Professor at Carnegie-Mellon University, Stanford University, the Universityof Florida at Tallahassee, the University of California at Berkeley, the Santa Fe Institute and Oxford University (UK). During Fall 1991, he was the first C. C. Garvin Visiting Endowed Professor in the Mathematical Sciences at the Virginia Polytechnic Institute and State University. He is Fellow of the Institute of Mathematical Statistics, the American Statistical Association, and the American Association for the Advancement of Science, and he is an elected member of the International Statistical Institute. He is the 1984 recipient of the U.S. Army’s S. S. Wilks Award for Contributions to Statistical Methodologies in Army Research, Development and Testing, and the first recipient of The George Washington University’s Oscar and Shoshana Trachtenberg Prize for Faculty Scholarship. He has coauthored two books in reliability and has published over 175 papers on reliability theory, warranties, failure data analysis, Bayesian statistical inference, dynamic models and time series analysis, quality control and statistical aspects of software engineering. In 1993 he was selected by the National Science Foundation, the American Statistical Association and the National Institute of Standards and Technology as the ASA/NIST/NSF Senior Research Fellow. In 1993 he was awarded a Rockefeller Foundation Grant as a Scholar in Residence at the Bellagio, Italy Center.

Areas of expertise: Bayesian statistics, Reliability, Life testing, Risk analysis, Time series, Quality control.


Eberhard Knobloch – Professor of History of Science and Technology at the Technical University of Berlin

Title: Leibniz’s contributions to financial and insurance mathematics

Date and time: TBA

Abstract: TBA

Biography: Prof. Dr. Eberhard Knobloch is a leading contemporary German historian of science and mathematics. From 1973 he was professor of mathematics at the College of Education in Berlin . In 1976 he qualified as a professor in Berlin and was a visiting scholar at Oxford, London and Edinburgh. Since 1976 he is head of the math sections of the Academy edition of the works of Gottfried Wilhelm Leibniz (and later the technical-scientific parts). In 1981 he became professor of history of science at the Technical University of Berlin (since 2002 academy professor); retiring in 2009. In 1984 he was a visiting professor at the Russian Academy of Sciences in Leningrad. Since 1999 he has been a regular guest professor at Northwestern Polytechnical University in Xian, China. He also was a visiting professor at the Ecole Normale Supérieure in Paris. He is a member of the International Academy of the History of Science in Paris (corresponding member since 1984, member since 1988, 2001 to 2005 as Vice President and later its president). Since 1996, a member of the Leopoldina, corresponding member of the Saxon Academy of Sciences, Member of Academia Scientiarum et Artium Europaea since 1997 and the Berlin-Brandenburg Academy of Sciences . From 2001 to 2005 he was president of the German National Committee for the History of Science. In 2006 he became president of the European Society for the History of Science.

Areas of expertise: History of mathematical sciences, of cosmologies; Probability theory, infinitesimal mathematics; Renaissance technology; Philosophy of mathematics; Alexander von Humboldt, Kepler, Leibniz; Jesuit science.


 Gregory Levitin – IEEE senior member and senior expert at the Israel Electric Corporation

Title: On reliability of computing systems with backup/checkpointing

Date and time: TBA

Abstract: TBA

Biography: Dr. Gregory Levitin is an ‘engineer-expert’ in the Reliability and Equipment Department of the R and D Division of the Israel Electric Corporation and an adjunct senior lecturer at Technion, the Israel Institute of Technology. He has held these posts since 1993. Dr. Levitin has published 79 papers in refereed journals, one book, Multistate System Reliability: Assessment, Optimization and Applications (Lisnianksi and Levitin, World Scientific, 2003). He was an invited contributor to the Handbook of Reliability Engineering (Springer London, 2003) and is considered to be an authoritative and experienced researcher in reliability and optimization. In addition to being a senior member of the IEEE, Dr. Levitin is also a member on the editorial board of the journal Reliability Engineering and System Safety. In 2000, Dr. Levitin was awarded a prize in the London Electricity Innovation Challenge. He has also been the organizer of special sessions on multi-state reliability at the Mathematic Methods in Reliability conferences in 2002 and 2004. He is author of 4 books, more than 200 papers, 7 patents.

Areas of expertise: Operations Research, Game Theory and Artificial Intelligence applications in Reliability, Defense, Power Engineering.


Vladimir I. Lotov – Head of Laboratory of Probability and Statistics, Sobolev Institute of Mathematics, Novosibirsk

Title: Factorization method in boundary crossing problems for random walks

Date and time: TBA

Abstract: We demonstrate an analytical approach to a number of problems related to crossing  linear boundaries by the trajectory of a random walk. Main results consist in finding explicit expressions and asymptotic expansions for distributions of various boundary functionals such as first exit time and overshoot, the crossing number of a strip, sojourn time, etc. The method includes several steps. We start with the identities containing  Laplace transforms of joint distributions under study.  The use of the Wiener-Hopf factorization is the main instrument to solve these identities.  Thus we obtain explicit expressions for the Laplace transforms in terms of factorization components. It turns out that in many cases Laplace transforms are expressed through the special factorization operators which are of particular interest. We further discuss possibilities of exact expressions for these operators, analyze their analytic structure, and obtain asymptotic representations for them under the assumption that the boundaries tend to infinity. After that we invert  Laplace transforms asymptotically to get limit theorems and asymptotic expansions, including complete asymptotic expansions.

Biography: Doctor of Science (1989) Steklov Mathematical Institute, Moscow. (Limit Theorems in Two-sided Boundary Crossing Problems for Random Walks).

Candidate of Science (PhD) (1977), Steklov Mathematical Institute, Moscow. (Asymptotic Expansions in Two-sided Boundary Crossing Problems for Random Walks: with B.A.Rogozin).

M.Sc. (1971), Novosibirsk State University. (Limit Properties of the Concentration Functions: with B.A.Rogozin)

Currently professor Vladimir Lotov is the head of the Laboratory of Probability and Statistics, Sobolev Institute of Mathematics, Novosibirsk, and Professor of Novosibirsk State University. Author of more than 100 pulications.

Areas of expertise: Boundary Crossing Problems for Random Walks and Stochastic Processes, Factorization Methods, Limit Theorems and Asymptotic Expansions for Distributions of Boundary Functionals; Sequential Analysis.


Hermann Thorisson – Professor, Department of Mathematics, University of Iceland

Title: TBA

Date and time: TBA

Biography: Ph.D. from the Department of Mathematics, University of Göteborg, in 1981. Worked at the University of Göteborg, at Chalmers University of Technology, and at Stanford University, until returning home in 1990 to become a research professor at the Science Institute, University of Iceland.

Professor at the Department of Mathematics, University of Iceland, from 2004. Author of the book “Coupling, Stationarity, and Regeneration” (2000) and of more than 40 publications in the leading journals in probability theory.

Areas of expertise: Coupling, Stationarity, Regeneration, Markov Chains, Palm theory, Ergodicity.