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8th Croatian Mathematical Congress

2–5 Jul 2024
Osijek
Europe/Zagreb timezone

Conference office

Session

Probability, Statistics and Financial Mathematics

PSF
3 Jul 2024, 16:05
D8 (School of Applied Mathematics and Informatics, J. J. Strossmayer University of Osijek)

D8

School of Applied Mathematics and Informatics, J. J. Strossmayer University of Osijek

Trg Ljudevita Gaja 6, Osijek

Conveners

Probability, Statistics and Financial Mathematics

  • Zoran Vondracek (University of Zagreb)

Presentation materials

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  1. 121. The Curse of Popularity: The Role of the Degree in Random Projections for Graph Embeddings
    Tvrtko Tadić (Microsoft Corporation, Redmond)
    03/07/2024, 16:05
    PSF: Probability, Statistics and Financial Mathematics
    Talk

    Random Projections have been widely used to generate embeddings for various large graph tasks due to their computational efficiency in estimating relevance between vertices. The majority of applications have been justified through the Johnson-Lindenstrauss Lemma. We take a step further and investigate how well dot product and cosine similarity are preserved by Random Projections. Our analysis...

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  2. 132. Asymptotics of AMLE of drift parameters in an ergodic diffusion model
    Miljenko Huzak (Depathemt of Mathematics, Faculty of Science, University of Zagreb)
    03/07/2024, 16:25
    PSF: Probability, Statistics and Financial Mathematics
    Talk

    In case of an equidistant sampling of an ergodic diffusion path such that
    the maximal time of observation tends to infinity and size of time interval subdivision tends to zero, we have investigated an asymptotic normality of the difference between approximate maximum likelihood estimator (AMLE) and maximum likelihood estimator based on continuous observation (MLE).
    We use this property for...

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  3. 161. Regular variation for general random elements
    Bojan Basrak (University of Zagreb)
    03/07/2024, 16:45
    PSF: Probability, Statistics and Financial Mathematics
    Talk

    The concept of regular variation plays pivotal role in understanding the extreme behavior of stochastic processes. It also finds applications in various areas ranging from random networks to stochastic geometry. We discuss some developments in this field and show how one can generalize regular variation to rather abstract settings, provided compatible notions of scaling and boundedness can be...

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  4. 48. Dirichlet forms with jump kernels blowing up at the boundary
    Zoran Vondraček
    03/07/2024, 17:05
    PSF: Probability, Statistics and Financial Mathematics
    Talk

    In this talk I will discuss the potential theory of Dirichlet forms on the half-space $\mathbb{R}^d_+$ defined by the jump kernel $J(x,y)=|x-y|^{-d-\alpha}\mathcal{B}(x,y)$ and the killing potential $\kappa x_d^{-\alpha}$, where $\alpha\in (0, 2)$ and $\mathcal{B}(x,y)$ can blow up to infinity at the boundary. The jump kernel and the killing potential depend on several parameters. For all...

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