Hellinger workshop, Helsinki 6.-8.9. 01

The foto of E. Hellinger from http://www-groups.dcs.st-and.ac.uk/~history/Mathematicians/Hellinger.html

Hellinger integrals and processes are used in probability theory and statistics and in various applications. The purpose of this workshop is to have an overview of the recent progress in this field. The workshop is part of the activities of INTAS Project 99-00016 and IHP network Dynstoch.

The workshop is organized by E. Valkeila (Helsinki, local organizer), K. Dzhaparidze (CWI, Amsterdam), P. Spreij (UA, Amsterdam) and A. Gushchin (Steklov, Moscow).

Accommodation

The accommodation place are Hotel Arthur, Vuorikatu 19 and University of Helsinki Guest House. The participants staying at Hotel Arthur are asked to go there by themselves. The others should contact Esko Valkeila Esko.Valkeila@Helsinki.Fi.

Venue

Sessions take place at Department of Mathematics, Yliopistonkatu 5, room SI, 4th floor, except on Saturday, when the sessions are at Porthania building, Yliopistonkatu 3, room 220. Secretariat, i.e. Ms Riitta Ulmanen ( Riitta.Ulmanen@Helsinki.Fi), is at Department of Mathematics, room 504, 5th floor and local organizer Esko Valkeila, room 738, 7th floor.

Program

Thursday 6.9. 2001

Session I 9 - 12, room SI, Department of Mathematics

Chair: E. Valkeila

9.00-9.30 Registration
9.30-10.00 Opening
10.00-10.50 B. Grigelionis On Hellinger integrals and Hellinger processes for statistical experiments with distributed observation.
11.00-11.50 Y. Linkov Large deviations in hypothesis testing problems.

Lunch 12 - 14

Session II 14 - 15.30, room SI, Department of Mathematics

Chair: K. Dzhaparidze

14.00-14.50 V. Koroljuk Poisson approximation of additive functionals with Markov and semi-Markov switchings.
15.00-15.30 D. Gasbarra Particle filtering for counting processes observations.

Friday 7.9. 2001

Session III 9 - 12, room SI, Department of Mathematics

Chair: A. Gushchin

9.00-9.40 K. Dzhaparidze Towards equilibrium in exchange economies.
9.50-10.30 T. Choulli Three minimal Hellinger Martingale measures.
10.50-11.40 Y. Kabanov Hellinger process in mathematical finance.

Lunch 12 - 14

Session IV 14 - 16, room SI, Department of Mathematics

Chair: P. Spreij

14.00-14.50 L. Vostrikova Absolute continuity of probability measures and Hellinger processes.
15.00-15.50 A. Gushchin Approximations for likelihood ratio processes.
16.10-16.40 J. Memin On asymptotic errors in discretization process.

Dinner 19.30 - , Ravintola Taidehallin Klubi

Saturday 8.9. 2001

Session V, 9.30 - 11.30, room 220, Porthania

Chair: J. Memin

9.30-10.20 Y. Kutoyants Parameter estimation for ergodic diffusion in nonregular cases.
10.30-11.20 P. Spreij Information processes in filtered experiments.

Excursion to fortress island Suomelinna 12 - 16

12.15-13.45 Guided tour on island.
14.00-15.00 Lunch in Panimoravintola

You can find information on various activities in Helsinki at events in Helsinki.

Participants

Andriy Andreev ( andriy.andreev@shh.fi ).
Bhattacharjee Madhuchhanda ( mab@rni.helsinki.fi).
Toni Blomster ( toni.blomster@helsinki.fi ).
Tahir Choulli ( tchoulli@math.ualberta.ca ).
Kacha Dzhaparidze ( kacha@cwi.nl ).
Dario Gasbarra ( dag@rolf.helsinki.fi ).
Bronius Grigelionis ( jurgita@ktl.mii.lt ).
Alexander Gushchin ( gushchin@mi.ras.ru ).
Sylvain Henaff ( sylvain.henaff@univ-angers.fr ).
Yurii Kabanov ( Youri.Kabanov@Math.Univ-FComte.FR ).
Vladimir Koroljuk ( korol@imath.kiev.ua ).
Yurii Kutoyants ( kutoyants@univ-lemans.fr ).
Mikko Kuusela ( mikko.kuusela@helsinki.fi ).
Yurii Linkov ( linkov@iamm.ac.donetsk.ua ).
Jean Memin ( memin@univ-rennes1.fr ).
Esa Nummelin ( esa.nummelin@helsinki.fi ).
Harri Nyrhinen ( harri.nyrhinen@helsinki.fi ).
Peter Spreij ( spreij@science.uva.nl ).
Sauli Suuntala ( sauli.suuntala@helsinki.fi ).
Esko Valkeila ( esko.valkeila@helsinki.fi ).
Ljoudmilla Vostrikova ( vostrik@tonton.univ-angers.fr ).