TUESDAY 7 TH APRIL
Room: B (456)
Section: Fractal Analysis and Models with Long-Range
Dependence
14:30-15:00 Mykola Pratsiovytyi.
Systems of encoding of real numbers with infinite alphabet and
probability measures with complicated local topological and fractal
structure.
15:00-15:30 Grygoriy Torbin.
Non-comparable Hausdorff measures, DP-transformations and fine
properties of probability distributions.
15:30-16:00 Georgiy Shevchenko.
Local times of multifractional processes.
16:30-16:45 Roman Nikiforov.
Fractal properties of probability measures generated by random Q∞expansions and related problems.
16:45-17:00 Oleksandr Slutskyi.
Faithfulness of fine packing systems with respect to packing
dimension calculation.
17:00-17:15 Symon Serbenyuk.
Nega-Q̃-representation of real numbers.
17:15-17:30 Artem Chuikov.
Functions defined in terms of continued fractions
17:30-17:45 Serhyi Rudnytskyi, G. M. Torbin.
On probabilistic approach to GDP transformations.
17:45-18:00 Lilia Sinelnyk.
On singular distribution of random variables with independent
symbols of F-expansion.
18:00-18:15 Tetiana Isaieva, M. V. Pratsiovytyi.
Spectral and fractal properties of singular probability distribution
functions of Minkowski type.
SECTION TALKS
ROOMS B,C,D.
Room: C (419)
Section: Information Security
Room: D (340)
Section: Statistics of Stochastic Processes
14:30-15:00
Mikhail Savchuk.
Classical and modern cryptography.
14:30-15:00 Alexander Kukush.
Simultaneous estimators in Cox proportional hazards model with
measurement error.
15:00-15:30 Oleksii Fal, A. Shevchenko.
Side channel cube attack on cipher Halka.
15:00-15:30 Oleksandr Nakonechniy.
Guaranteed linear mean squared estimates of random fields.
15:30-16:00 Nikolaj Glazunov.
Justification of conjectures on equidistribution of arithmetic
sequences.
16:00-16:30 C O F F E E B R E A K
16:30-17:00
Lyudmila Kovalchuk, N. V. Kuchinska, V. T. Bezditnyi.
The upper bounds of the integer differentials average probabilities
for composition of the key adder, substitution blocks and the block
structured linear operator.
15:30-16:00 Ivan Matsak, O. V. Ivanov, S. V. Polotskiy.
On the extreme residual in regression models.
17:00-17:30
Serhiy Yakovliev.
Provable security of safer-like substitution-permutation networks
against differential cryptanalysis.
17:30-18:00
A. N. Alekseychuk, S. N. Konushok, A. Y. Storozhuk.
Algebraic degenerate approximations of Boolean functions for key
recovery attacks on stream ciphers.
18:00-18:20 Andriy Fesenko.
Polynomial equivalence of known-plaintext attacks on symmetric
and endomorphic ciphers.
18:20-18:40 S. V. Gryshakov, A. N. Alekseychuk
Randomized stream ciphers with enhanced security based on
nonlinear random coding
Poster: Vitaliy Sergienko
All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str.
16:30-16:50 Dmitri Koroliouk.
Multivariate statistical experiments with persistent regression of
increments.
16:50-17:10 Kostiantyn Ralchenko.
Drift parameter estimation in models with fractional Brownian motion
by discrete observations.
17:10-17:30 Sergiy Shklyar.
Statistical estimators of two straight lines by observations of points
with random perturbations
17:30-17:50 Dmytro Ivanenko.
LA(M)N property of Lévy process observed at high frequency.
17:50-18:10 Igor Orlovskyi, A.V. Ivanov.
Asymptotic properties of M-estimators in nonlinear regression with
discrete time and singular spectrum.
18:10-18:40 Alexander Makarichev, I. V. Brysina.
The asymptotic estimation of the system and systems group refuse
intensively when elements are repaired without waiting and elements
that have reach the repair return into the system with minimal
standby.
PRESTO-2015, Kyiv, 7-10 April
TUESDAY 7 TH APRIL
SECTION TALKS
ROOMS E,F,G.
Room: E (320)
Section: Stochastic Analysis and Stochastic Differential
Equations
Room: F (461)
Section: Stochastic Optimization
Room: G (448)
Section: Theory of Random Processes and Fields
14:30-15:00 Vadym Radchenko.
Integral equations with a general stochastic measure.
14:30-15:00 Vladimir Norkin.
LLN for random mappings and its application in stochastic
optimization.
14:30-15:00 Oleg Klesov.
Stochastic models for records.
15:00-15:30 Olga Aryasova, A. Yu. Pilipenko.
Differentiability of stochastic flows for SDE’s with nonregular drifts.
15:00-15:30 Vladimir Kirilyuk.
Polyhedral coherent risk measures in decision-making under risk
and uncertainty.
15:00-15:30 Igor Samoilenko.
Rate functional in a large deviations problem for Markov
processes.
15:30-16:00 Alexander Ilchenko.
Cauchy representation formula for solution of a system of the linear
nonhomogenuous SDE with Skorohod integral.
15:30-16:00 Vasyl Gorbachuk.
Futures hedging.
15:30-16:00 Svetlana Anulova.
A multidimensional comparison theorem for SDE with drift.
16:30-16:30 C O F F E E B R E A K
16:30-16:50 Yaroslav Chabaniuk.
Random evolution with control and Markov switching.
16:30-16:50 Tetiana Barbolina.
Linear unconditional problem of combinatorial stochastic
optimization on arrangements: construction and solving.
16:30-16:50 Vitaliy Golomoziy, N. V. Kartashov.
Coupling moment for time-inhomogeneous Markov chains
theorem and its applications.
16:50-17:10 Svitlana Kushnirenko, G. L. Kulinich, Yu. S. Mishura.
Asymptotic behavior of the integral functionals for unstable solutions of onedimensional Itô stochastic differential equations.
16:50-17:10 Andrzej Jarynowski.
Which activation function of cooperation describes human
behavior.
16:50-17:05 Oksana Yarova, Ya. I. Yeleyko.
The behaviour of generator normalization factor in approximation
of random processes.
17:10-17:25 Maksym Luz, M. P. Moklyachuk.
Minimax filtering problem for random processes with stationary
increments.
17:05-17:20
Anastasia Kinash, Ya. M. Chabanyuk, U. T. Khimka.
Asymptotic dissipativity of diffusion process in the asymptotic
small diffusion scheme.
17:10-17:30 Serhiy Semenyuk, Ya. M. Chabanyuk, U. T. Khimka.
Infinitesimal generator for the discrete hidden Markov model.
17:30-17:50 Izabella Marina.
Parabolic equations with random boundary conditions.
17:50-18:05 YuriyPrykhodko, Andrey Pilipenko.
Bessel diffusions and limit theorems for one-dimensional stochastic
differential equations.
17:25-17:40 Viktor Kukurba, Ya. M. Chabanyuk, I. S. Budz.
Converges of optimization procedure with impulsive
perturbations.
17:40-17:55 Oleksandr Samosyonok.
Numerical techniques for estimation of unknown Gibbs
distribution parameters.
17:20-17:35 Igor Malyk.
Convergence of semi-Markov random evolutions.
17:35-17:55 Pavlo Shpak, Ya. I. Yeleyko.
Assessment and optimal policies of semi-continuous killed
Markov decision processes.
Poster: Sergii Shpyga
All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str.
PRESTO-2015, Kyiv, 7-10 April
WEDNESDAY 8 TH APRIL
SECTION TALKS
ROOMS A,B,C.
Room:A (461)
Section: Reliability and Queuing
Room: C (419)
Section: Actuarial and Financial Mathematics
Room: B (456)
Section: Fractal Analysis and Models with Long-Range
Dependence
14:30-15:00 Eugene Lebedev.
Retrial queues with state-dependent local parameters.
14:30-15:00 Yuliya Mishura.
The rate of convergence of option prices for the discretization of
geometric Ornstein-Uhlenbeck process.
14:30-14:45 Vitalii Makogin.
Asymptotic properties of the mean-type integral functionals of
fractional Brownian sheets.
14:45-15:00 Yuriy Khvorostina, M. V. Pratsiovytyi.
The properties of the distribution of the random variable such that L̃ symbols are random variables that form a Markov chain.
15:00-15:30 Galina Zverkina, A. Yu. Veretennikov.
Polynomial convergence rates for single-server systems.
15:00-15:30 Igor Zolotukhin.
Weak limits of multivariate geometric random sums.
15:00-15:15 Irina Zamriy, M. V. Pratsiovytyi.
Inversor of digits of Q3-representation of fractional part of real number
as a distribution function of random variable
15:15-15:30 Marina Lupain.
On DP-approach to fractal properties of random variables with
independent identically distributed GLS-symbols.
15:30-16:00 Revaz Kakubava, A. Prangishvili, G. Sokhadze.
Mixed type queuing systems as mathematical models of reliability
and survivability.
15:30-16:00
Lyudmyla Kirichenko, A. Khabachova, A. Storozhenko
Simulation of financial series with desired multifractal properties.
15:30-15:45 Irina Garko.
On new approach to the study of fractal properties of probability
measures with independent x-Q∞-digits.
15:45-16:00 Nadiya Cherchuk, G. M. Torbin.
Two-dimensional probability distributions of the Jessen-Wintner type.
16:00-16:30 C O F F E E B R E A K
16:30-16:50 Lidiya S. Stojkova.
Lower bounds for the probability of a system failure on the time
interval under incomplete information about distribution function of
the time to failure.
16:50-17:10 Vadym Ponomarov
On multicriteria optimization of finitesource retrial queues.
17:10-17:30 Leonid Ponomarenko, Agassi Melikov.
Applications of space merging algorithms in teletraffic theory.
17:30-17:50 Igor Kuznetsov.
Fast simulation of steady-state probabilities of GI/G/∞ queueing
system in heavy traffic.
16:30-17:00 Georgiy Shevchenko.
Convergence of stopping times in jump-diffusion models.
17:00-17:20 Olena Ragulina, Yu. S. Mishura.
Exponential bound for the infinite-horizon ruin probability in a risk
model with a variable premium intensity and risky investments.
17:20-17:40 Nicholas Gonchar.
Generalization of Doob-Meyer decomposition.
Posters: Oksana Banna, Sofia Skrypnyk, Natalya
Vasylenko
17:40-18:00 Zaza Khechinashvili, O. A. Glonti.
European option hedging in the model described by Gaussian
martingales with disorder.
18:00-18:15 Andrii Bilynskyi.
Estimates of the probability of bankruptcy in the case of “heavy
tails”.
Poster: Ibraim Didmanidze
All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str.
PRESTO-2015, Kyiv, 7-10 April
WEDNESDAY 8 TH APRIL
SECTION TALKS
Room:D (340)
Section: Statistics of Stochastic Processes
Room:G (448)
Section: Theory of Random Processes and Fields
14:30-15:00 Rostyslav Maiboroda.
Nonparametric statistics of finite mixtures.
14:30-15:00 Alexander Iksanov.
Functional limit theorems for perturbed random walks.
15:00-15:30 Kestutis Kubilius.
Estimation of parameters of SDE driven by fractional Brownian
motion.
15:00-15:30 Oleksandr Stanzhytskyi.
Existence and uniqueness of invariant measures for stochastic
reaction-diffusion equations in inbounded domains.
15:30-16:00 Olena Sugakova.
Adaptive test for means homogeneity in mixture models.
15:30-16:00 Victoria Knopova.
On paths properties of some Levy-type processes.
ROOMS D,E,G.
Room:E (320)
Section: Stochastic Analysis and Stochastic Differential
Equations
14:30-15:00 Alexei Kulik.
Parametrix method, uniqueness, and non-uniqueness of weak
solution to an SDE with stable noise.
15:00-15:20 Tetiana Kosenkova.
Convergence of sequence of Markov chains to Lévy-type process:
solvability of the martingale problem for the limit point and explicit
bounds for the convergence rate.
15:20-15:40 Mykhailo Postan.
A stochastic model of multi-buffer storage system with semi-Markov
input rate.
15:40-16:00 Taras Shalaiko.
Continuous dependence of solutions to SDE’s driven by fractional
Brownian motion on the Hurst index of a driving signal.
16:00-16:30 C O F F E E B R E A K
16:30-16:45 Irina Savych.
On asymptotic distribution of Koenker-Bassett estimator in nonlinear
regression model.
16:45-17:00 Irina Blazhievska.
Confidence intervals for unknown response functions of linear
systems.
17:00-17:15 Oleksii Doronin.
Hypotheses on functional moments in mixture model with varying
concentrations.
17:15-17:30 Anna Kharkhota, S. A. Melnik.
Estimation of parameters of the Samuelson model with a telegraph
drift.
17:30-17:45 Viktoria Prihodko
On asymptotic properties of Ibragimov estimators in nonlinear
regression model.
16:30-16:50 Mikhail Savchuk.
Functional limit theorem for a non-equiprobable allocation of
particles by series.
16:50-17:10 Vitalii Senin.
On the approximate Hölder index for trajectories of stable
processes.
Posters: Ivan Voronov, Yevgeniya Munchak, Viktor
Troshki, Georgiy Molyboga, Katalin Kuchinka, Yuri
Mlavets, Olga Vasylyk, Orest Kinash, Maryna
Runovska
16:30-16:45 Iurii Ganychenko.
L2-rates of approximation of nonsmooth integral-type functionals.
16:45-17:00 Maksim Tantsiura, Andrey Pilipenko.
On the strong existence and uniqueness to an SDE that describes
countable interacting particle system.
17:00-17:15 Daryna Sobolieva.
Large deviation principle for SDE’s with discontinuous coefficients.
Posters: Valeriy Doobko, Anna Slyvka-Tylyshchak,
Omar Purtukhia
17:45-18:00 Yaroslav Tsaregorodtsev, A. Kukush.
Convergence of estimators in a polynomial functional model under
measurement errors.
All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str.
PRESTO-2015, Kyiv, 7-10 April
FRIDAY 10 TH APRIL
SECTION TALKS
ROOMS A,D,G
Room: A (461)
Section: Reliability and Queuing
14:30-15:00 Edvinas Greicius, S. Minkevicius.
On the analysis of the queue length in open queueing networks.
Room: D (340)
Section: Statistics of Stochastic Processes
14:30-15:00 Vladimir Zaiats.
Statistical identification of partially observed linear systems.
Room: G (448)
Section: Theory of Random Processes and Fields
14:30-15:00 Rostyslav Yamnenko.
Some properties of a queue with φ-sub-Gaussian input.
15:00-15:30 Olga Khomyak, N. Yu. Kuznetsov.
Fast simulation of the reliability of repairable system with two modes
of operation.
15:00-15:30 Mikhail Moklyachuk, V. I. Ostapenko.
Minimax interpolation problem for harmonizable stable sequences.
15:00-15:20 Tetiana Ianevych.
On Lp-criterion for testing hypothesis on covariance function of a
random sequence.
15:30-15:45 Hanna Livinska.
Limit theorem for nonmarkovian multi-channel networks in heavy
traffic.
15:30-16:00 Lyudmyla Sakhno.
Limit theorems for functionals of random fields and statistical
applications.
15:45-16:00 Andrii Kakoichenko.
Statistical model of the stock market order queues.
15:20-15:40 Anatolii Pashko.
Accuracy of simulation of the generalized Wiener process.
15:40-16:00 Olga Polosmak.
Comparison of different bases for wavelet expansions of Gaussian
random processes.
16:00-16:30 C O F F E E B R E A K
16:30-16:50 Arnold Korkhin.
Smoothing time series by a linear spline with the unknown points of
switching.
16:50-17:10 Semen Bodnarchuk.
Evaluation of the Fisher information for discretely observed SDE’s
with Lévy noise.
17:10-17:30 Irina Rozora.
On the cross-correlogram estimator of the response function.
16:30-16:45 Dmytro Zatula.
Lipschitz conditions for random processes from Lp(Ω) spaces of
random variables
16:45-17:00 Nataliia Troshki.
Construction model of Gaussian homogeneous and isotropic
stochastic field.
17:00-17:15 Galyna Bila.
On the method of stochastic identification of almost periodic signal.
17:30-17:50 Katerina Moskvychova.
Asymptotic normality of residual correlogram estimator.
17:50-18:10 Bohdan Zhurakovskyi.
On periodogram estimators of the almost periodic signal parameters.
Posters: Zurab Zerakidze, Grigol Sokhadze,
Albert Shatashvili, Oleksandr Pogoriliak
All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str.
PRESTO-2015, Kyiv, 7-10 April