Spring School
in Advanced Probability

Novosibirsk State University, Sobolev Institute of Mathematics
March 12-16, 2018, Novosibirsk, Russian Federation

Lecture Courses

Point processes: basic concepts and limit theorems

Lecturer: Professor Sergey Zuev, Chalmers University of Technology, Sweden

We start by revising basic concepts of points processes (PP) and random measures in a general space: their definition, distribution, probability generating functional,Palm distribution. We describe the main classes of PPs: Binomial, Poisson, Gibbs, cluster processes, branching random walk. Next, we establish specific properties of the Poisson PP and consider a few applications based on the Poisson PP models in statistics and telecommunications. We then pass to the limit theorems involving superposition of PPs and characterise possible limits: infinitely divisible, self-decomposable and stable PPs. If time allows, we finish by simulation methods and statistical inference.

A two-part lecture series, on Levy processes and on exchangeability

Lecturer: Professor Takis Konstantopoulos, Uppsala University, Sweden

In these lectures, I plan to cover two topics:

  • The basic theory of Levy processes (or processes with stationary and independent increments). This class of stochastic processes originated in the theory of addition of random variables (Kolmogorov, Gnedenko, Levy, among others). I will include an exposition of the Wiener-Hopf factorization, the theory of hitting times and fluctuation. I will also discuss some applications, depending on time and interest. I will give emphasis to probabilistic proofs, as much as possible.
  • The theory of symmetry and exchangeability. I will review some concepts of ergodic theory and proceed to show the Ryll-Nardzewski approach to de Finetti's theorem. The theory is fundamental to the foundation of Bayesian statistics. I will also include a discussion of finite exchangeability and symmetry.

Scientific programme

All participants are encouraged to make a poster presentation about their research work during the evening scientific session of the School. There's no thematic limitation on the topic of the presentation as long as it includes probabilistic formulation or methods.
Best presentations will be recommended for publication in the journal Siberian Journal of Pure and Applied Mathematics. The English translation of this journal is provided by the Journal of Mathematical Sciences.

School Programme
Time Monday, 12th Tuesday, 13th Wednesday, 14th Thursday, 15th Friday, 16th
10:00 - 14:00 Registration
14.00 - 15.30 Takis Konstantopoulos Takis Konstantopoulos Sergey Zuev Takis Konstantopoulos Takis Konstantopoulos
15:30 - 15:50 Break Break Break Break Break
15.50 - 17.20 Takis Konstantopoulos Sergey Zuev Sergey Zuev Sergey Zuev Sergey Zuev
17.20 - 18.00 Poster Session Closing

If you wish to register as a participant of our spring school please contact us via e-mail: sunakdb [at] gmail.com

School coordinators
General information
The School will take place at the Novosibirsk State University, room 4109.
The postal address: 1, Pirogova str., Novosibirsk, 630090, Russia.
There's two options we can recommend:
Public transport in Novosibirsk includes bus, minibus, tram and subway with fares varying between 20 and 50 RUB for a single journey.
Akademgorogok is situated 40 km from the Tolmachevo Airport (50-60 minutes by taxi, taxi price appr. 700 ‐ 750 RUB, see e.g. http://novosibirsk.rutaxi.ru/en/index.html).

Useful information

VAT and Tipping:

VAT and tips are included in prices. It is not customary to tip taxi drivers.


Shops are usually open 7 days a week from 9am/10am to 7pm/9pm. Food stores are open until 10pm/11pm.

Electric appliances:

The voltage in Russia is 220 AC (50 Hz).

   Novosibirsk State University    Russian Foundation for Basic Research    Regional Mathematical Center of Novosibirsk State University