Small Deviations for Stochastic Processes
and Related Topics


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  Vilnius conference special session "Small ball probabilities" (June 2010)  
  NSF/CBMS conference "Small deviation probabilities" at UAHuntsville (June 2012)  




Mini-Workshop at Oberwolfach

A Mini-Workshop on "Small deviation problems for stochastic processes and related topics", was held in Oberwolfach from October 12 to 18, 2003.

Organizers and participants:
Wenbo Li (Delaware)
Mikhail Lifshits (St Petersburg)
Werner Linde (Jena)

Eduard Belinsky (Barbados)
Jakob Creutzig (Darmstadt)
Steffen Dereich (Berlin)
Fuchang (Frank) Gao (Idaho)
Sébastien Gengembre (Lille)
Jan Hannig (Colorado)
Thomas Kühn (Leipzig)
Jim Kuelbs (Wisconsin)
Yakov Nikitin (St Petersburg)
Klaus Ritter (Darmstadt)
Qi-Man Shao (Oregon)
Zhan Shi (Paris)
Elena Shmileva (St Petersburg)
Yimin Xiao (Michigan)


Survey talks:

  • E. Belinsky:
    "Properties of fractional integration operators".
    (ps) (pdf)


  • S. Dereich:
    "Coding theory and small ball problems".
    (pdf)


  • W. Li:
    "Small value problems in mathematics".
    (ps) (pdf)


  • M. Lifshits:
    "Probabilistic aspects of small deviations".
    (ps) (pdf)


  • W. Linde:
    "Small ball problems and compactness of operators".
    (ps) (pdf)


  • Ya.Yu. Nikitin:
    "Small deviations in L2-norm. Some recent results".
    (ps) (pdf)


  • K. Ritter:
    "Average-case analysis".
    (ps) (pdf)


  • Q.-M. Shao:
    "Lower tail probabilities and related problems".
    (pdf)


Research talks:

  • J. Creutzig:
    "Approximation of S-alpha-S Lévy processes in Lp norm".
    (ps) (pdf)


  • F. Gao:
    "Intrinsic volumes of spherical polar sets and connections with small ball probabilities".
    (pdf)


  • J. Hannig:
    "Laplace transforms of L2 ball, comparison theorems and integrated Brownian motions".
    (ps) (pdf)


  • Z. Shi:
    "Small deviations for subordinated Lévy processes".
    (abstract)


  • E. Shmileva:
    "Small ball probabilities for Poisson processes and Strassen's law of the iterated logarithm for empirical processes".
    (ps) (pdf)


Report: (ps) (pdf)


A photo (644k)



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Last modified: September 23, 2005.  
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