
The Finnish Summer School on Probability and Statistics
The Finnish Summer School on Probability and Statistics is an annual summer school organized by The Finnish Doctoral Programme in Stochastics and Statistics (FDPSS).
The 36th Finnish Summer School on Probability Theory and Statistics will be held on June 1st–5th, 2015.
Previous summer schools on the web
List of lectures and presentations given at previous summer schools
35th Summer School (Päivölän kansanopisto, Valkeakoski, 2013)
 Hermann Thorisson (University of Iceland): Coupling and MassTransport
 Antoine Lejay (NancyUniversité, France): Rough paths
 Hĺvard Rue (Norwegian University of Science and Technology): Bayesian computing with INLA
 Yana Belopolskaya (St. Petersburg State University for Architecture and Civil Engineering): Nonlinear parabolic equations and their probabilistic counterparts
34th Summer School (Päivölän kansanopisto, Valkeakoski, 2012)
 Fabrice Baudoin (Purdue University): Stochastic differential equations driven by fractional Brownian motions
 Ayalvadi Ganesh (University of Bristol): Rumours, epidemics and consensus on networks
 Fei Zou (University of North Carolina at Chapel Hill): Semiparametric Bayesian Models with application to gene mapping
33rd Summer School (Päivölän kansanopisto, Valkeakoski, 2011)
 Vladimir Bening (Lomonosov Moscow State University): The Laplace Distribution in Random Summation Scheme: Limit Theorems and Applications
 Peter Jagers (Chalmers University of Technology and the University of Gothenburg): Branching Processes and Stochastic Population Dynamics
 Jan Rosinski (University of Tennessee): Infinitely Divisible Processes
 Carlo Sempi (Universita del Salento): Mini course on copulas
 Donatas Surgailis (Vilnius University): Modeling and estimation of stationary and nonstationary long memory
32nd Summer School (Ahlmanin kartano, Tampere, 2010)
 Peter Imkeller (HumboldtUniversität, Berlin): Cross Hedging and Backward Stochastic Differential Equations (6 h)
 Timo Koski (KTH, Stockholm): Statistical Learning Theory (6 h)
 Estate Khmaladze (University of Wellington): How Do We Differentiate Sets and Why Do We Need It in Statistics? (4 h)
 Andrey Kudryavtsev (St Petersburg State University): A Short Review of Risk Measuring (2 h)
 Ehsan Azmoodeh (Aalto University): RiemannStieltjes Integrals and Applications in Mathematical Finance (1 h)
 Pauliina Ilmonen (University of Tampere): New Approaches for the Independent Component Analysis (1 h)
 Roman Korolev (Lomonosov Moscow State University): On the Power of an Asymptotically Optimal Test for the Case of Laplace Distribution (1 h)
 Heikki Tikanmäki (Aalto University): Fractional Levy Processes (1 h)
31st Summer School (Ahlmanin kartano, Tampere, 2009)
 Christian Bender (Universität des Saarlandes): Monte Carlo Methods for Earlyexercise Options
 Anthony Davison (Ecole Polytechnique Fédérale de Lausanne): Statistics of Extremes
 Marc Hallin (Université Libre de Bruxelles): A Userfriendly Introduction to LeCam's Asymptotic Theory of Statistical Experiments
 Aapo Hyvärinen (University of Helsinki): NonGaussian Multivariate Statistics
30th Summer School (Ahlmanin kartano, Tampere, 2008)
 Paul Embrechts (ETH Zürich): Quantitative Risk Management: on Extremes and Dependence.
 Sergey Foss (HeriotWatt University, Edinburgh, and Institute of Mathematics, Novosibirsk, Russian Academy of Sciences): An Overview on Stability Methods, with Applications.
 R. T. Rockafellar (University of Washington): Approaches to Risk in Optimization under Uncertainty.
 Shripad Tuljapurkar (Stanford University): Stochastic Models in Population Biology and Demography.
29th Summer School (Nagu Gammelgĺrd, Nagu, 2007)
 P. R. Kumar (University of Illinois at UrbanaChampaign): Capacity and Architecture of Wireless Networks.
 Goran Peskir (University of Manchester): Optimal Stopping Games.
 Marc Yor (Université Pierre et Marie Curie): Penalisations of Brownian Paths.
 Jacques Du Toit (University of Manchester): A Timedomain Prediction Problem for Brownian Motion with Drift (1 h).
 Céline Jost (University of Helsinki): Volterra Gaussian Processes, Measurepreserving Transformations and Bridges (2 h).
 Jukka Lempa (Turku School of Economics): On Optimal Stopping and Stochastic Control of Linear Diffusions (2 h).
 Olli Wallin (University of Oslo): A Probabilistic Comparison Principle in Optimal Stopping of Markov Processes, with Applications to Viscosity Solutions (1 h).
28th Summer School (Nagu Gammelgĺrd, Nagu, 2006)
 François Baccelli (INRIA and ENS): Stochastic Geometry and Wireless Network Modeling.
 Piet de Jong (Macquarie University): Extending LeeCarter demographic forecasting.
 Kalev Pärna (University of Tartu): Optimal partitions and approximating sets for probability distributions.
 Anton Thalmaier (Université de Poitiers): Martingales on Manifolds and Stochastic Riemannian Geometry.
27th Summer School (Ĺbo Akademi, Arken, Ĺbo, 2005)
 Pierre Brémaud (Institute of Communications Systems, École Polytechnique Fédérale de Lausanne): Bartlett spectra of point process random fields.
 Patrick Cattiaux (Centre de Mathématiques Appliquées, Ecole Polytechnique, Palaiseau): Functional Inequalities for Probability Measures and Stochastic Processes.
 Anders Lindquist (KTH, Stockholm): Geometric Theory of Markovian Representation with Applications.
 Malwina Luczak (London School of Economics): On the maximum queue length and asymptotic distributions in the supermarket model.
 Arunava Mukherjea (University of South Florida): Identification of parameters by knowing the density of the minimum
 Martin Schweizer ( ETH, ZÜrich): Quadratic riskminimization and related topics
 Daniel Djupsjöbacka (er Capital Management, Vasa): Presentation of er Capital Management
 Pierre Brémaud: Pythagoras  mathematician or sorcerer?
26th Summer School (Nagu Gammelgĺrd, Nagu, 2004)
 Vladimir Mazalov: Optimal stopping
 Zhan Shi: Random walk, random environment and stochastic calculus
 Jeffrey Steif: Percolation, particle systems and Markov random fields
 Gábor J. Székely: Newton's energy in probability and statistics; Statistical tests for Gaussian mixture error, applications in financial mathematics; Negative probabilities and bioinformatics
 Edgardo Cureg: Random Fibonacci sequences (1 h)
25th Summer School (Nagu Gammelgĺrd, Nagu, 2003)
 Gerold Alsmeyer: The weighted branching process and its associated stochastic fixed point equation
 Nizar Touzi: Monte Carlo Methods for Stochastic Differential Equations
 Keith Worsley: The Geometry of random images in astrophysics and brain mapping, Detecting changes in brain shape, scale and connectivity via the geometry of random fields and Recent advances in random field theory
 Sergei Zuyev: Measures everywhere
24th Summer School (Mukkulan kartano, Lahti, 2002)
 Pierre del Moral: Genealogical and Interacting Particle Approximations of FeynmanKac Formulae with Applications
 Sidney Resnick: Heavy Tail Analysis with Applications to Data Network Modeling & Finance
 Ed Wegman: Data Visualization: Methods, Tools, and Environments
 Gerhard Winkler: An Introduction to Bayesian Imaging and MCMC Methods (with Felix Friedrich)
 Jayant Deshpande: Models for Repairable Systems and Their Statistical Analysis (2 h)
23rd Summer School (Mukkulan kartano, Lahti, 2001)
 Robert J. Adler: Random fields and their geometry
 Stanislaw Kwapien: Gaussian processes
 Ragnar Norberg: Financial risk in life insurance
 Christophe Croux: Robust multivariate methods
22nd Summer School (Mukkulan kartano, Lahti, 2000)
 Hans Bühlmann: Credibility theory
 Sören Asmussen: Markov additive processes, with applications to queueing theory
 Yuri Kabanov: Arbitrage theory
 Gabor Lugosi: Pattern recognition
21st Summer School (Mukkulan kartano, Lahti, 1999)
 Alejandro de Acosta: Lectures on the theory of large deviations
 Steve Marron: Statistical smoothing and functional data analysis
 Pál Révész: Branching Wiener process in R^d, Covering large domains by a Wiener process
 Rolf Riedi: Multifractal analysis
20th Summer School (Mukkulan kartano, Lahti, 1998)
 Krishna Athreya: Markov chain Monte Carlo methods, random iterations and changes of measures
 Hans Gerber: From risk theory to finance
 Laurens de Haan: Sample extremes and residual life times: theory and applications
 Robert S. Liptser: Asymptotically optimal filtering
 Jan von Plato: On the birth of axiomatic probability (1 h)
 Pentti Suomela: On the Finnish probabilistic tradition (1 h)
19th Summer School (Mukkulan kartano, Lahti, 1997)
 Jean Bertoin: Lévy processes
 Tomas Björk: On the theory of interest rates
 Dave Donoho: Wavelets in statistics and probability
 Saul Jacka: Topics in stochastic control
 Jeff Steif: Introduction to percolation (1 h)
18th Summer School (Mukkulan kartano, Lahti, 1995)
 H. Kuensch: The blockwise bootstrap for dependent data Hidden Markov random fields
 Rolando Rebolledo: Entropic diffusions in stochastic mechanics
 Lawrence Shepp: Tomographystatistical probabilistic, xray, MR, spherical, discrete Problems in classical probabilityrandom covering, connectedness of random graphs and selfavoiding loops, etc. Optimal stopping boundaries; finance mathematics: Russian options for longbuy and shortsell; modelling of corporate policies
 Simon Tavare: Ancestral processes in population genetics
 Andrei N. Borodin: FeynmannKac formulas (1 h)
17th Summer School (Mukkulan kartano, Lahti, 1994)
 Peter Glynn: Topics in simulation methodology Large deviations problems in the analysis of queues
 Jon A. Wellner: Empirical processes with selected applications in statistics
 Sean P. Meyn: Recent approaches to stability and ergodicity of Markov processes
 Y. Ogata: A new look at statistical methods for point processes and their applications to seismological problems
16th Summer School (Mukkulan kartano, Lahti, 1993)
 Dennis Taley: Numerical solution of SDE's
 Michael S. Keane: Dynamical systems and ergodic theory
 Peter Green: Markov chain Monte Carlo sampling
15th Summer School (Mukkulan kartano, Lahti, 1992)
 Theodore P. Hill: Combinatorial problems
 Nils Lid Hjort:
 David Scott:
 Thomas G. Kurtz: FlemingViot processes
 Andrei N. Borodin:
14th Summer School (Mukkulan kartano, Lahti, 1991)
 Adrian Baddeley: Markov spatial processes (with applications to image processing and spatial statistics)
 Wilfrid Kendall: Computer algebra and stochastic calculus
 Olle Nerman: Asymptotic composition of age and type structured branching populations
 Philip Protter: Stochastic integration and differential equations
13th Summer School (Mukkulan kartano, Lahti, 1990)
 Jean Memin: Stability of solutions of stochastic differential equations
 R. Chitashvili: On the parameter estimation for partially unknown general statistical models
 Alan Weiss: Large deviations: How do large queues build in an M/M/1 system?
 Martina Zähle: On the fractal geometry of selfaffine random fields
 Kari Eloranta: Extension of invariance principles (1 h)
 Volker Schmidt: Normal and Poisson convergence of integrals of random marked point processes
12th Summer School (Mukkulan kartano, Lahti, 1989)
 Philippe Bougerol: Products of random matrices and ARMA processes
 J. Michael Harrison: Stochastic calculus and queuing network theory
 Arunava Mukherjea: Products of random matrices, with applications
 Peter E. Ney: Large deviation theory, with applications
 Paavo Salminen: Invariant functions of branching processes (1h)
 Kacha Dzhaparidze: Large deviation probabilities for MLE
11th Summer School (Mukkulan kartano, Lahti, 1987)
 Murad Taqqu: Selfsimilar processes
 Alan Karr: Image analysis
 Richard Durrett: Stochastic growth models
 Piet Groeneboom: Convex hulls of samples in R^d and random tesselations Some recent research in density estimation
 Dieter König: Stochastic geometry
 Alex. Novikov: Semimartingale models
10th Summer School (Mukkulan kartano, Lahti, 1986)
 Martin Barlow: Levy processes
 George O'Brien: Selfsimilar processes with stationary increments
 Marc Yor: A course on Brownian motion and stochastic calculus
 Peter Franken: Point processes
 Endre Csáki: Some limit theorems for Brownian local time
 Paavo Salminen: Distribution of local and occupation times for Brownian motion on R^1 (1 h)
 Ilkka Norros: Reliability theory (1 h)
9th Summer School (Mukkulan kartano, Lahti, 1985)
 Pesi Masani: On the role of positivedefiniteness in probability theory and functional analysis
 Olav Kallenberg: Some recent developments in exchangeability
 Paul McGill: Course on conditional excursions
 Wilfried Loges: Hilbert space methods in estimation (1 h)
 Markku Lehtinen: Tilastollisesta inversiosta (1 h)
8th Summer School (Kakskerta, Ĺbo, 1983)
 Paul Feigin: On inference for stochastic processes
 Albert N. Shiryaev: Contiguity and functional limit theorems related to likelihood processes
 Soeren Johansen: Statistical inference for stochastic processes
 Alan Karr: Statistical inference and state estimation for Cox processes
 Priscilla Greenwood:
7th Summer School (Lahtis, 1982)
 Erhan Cinlar: Markov processes and semimartingales
 Martin Jacobsen: Path decompositions of Markov chains
 L. C. G. (Chris) Rogers: Ito's formula and applications
 Paavo Salminen: Optimal stopping (1 h)
 Esko Valkeila: On Poisson approximation (1 h)
6th Summer School (Kuusamo, 1981)
 Mark Davis: Control theory
 Tim Brown: Point processes
 Odd Aalen: Inference for point processes
 Richard Gill: Survival models
5th Summer School (Korpilahti, 1980)
 Jean Jacod: Martingale approach to point processes
 Jan Grandell: Cox processes
 Peter Franken: Point processes
 Robin Milne: Probability generating functionals
 Murali Rao: Bernoulli convolutions (1 h)
4th Summer School (Högsĺra, 1979)
 K. Murali Rao: Brownian motion and potential theory
 Torgny Lindvall: Svag konvergens
 Pekka Tuominen: Nonsingular renewal processes
 Esa Nummelin: Subgeometrical rates, Seminar on coupling methods
3rd Summer School (Grankulla, 1978)
 Pierre Bremaud: Point processes
 Terry Speed: Dependence in contingency tables
2nd Summer School (Tusby, 1977)
 Jim Pitman: Coupling methods
 Priscilla Greenwood: WienerHopf factorization
1st Summer School (Tusby, 1976)
 Richard L. Tweedie: Conditions for recurrence for Markov chains on a general state space
 Pekka Tuominen: Tutorial on Markov chains on a general state space
 Esa Nummelin: Splitting technique for Markov chains on a general state space
The Finnish Summer School on Probability Theory was not arranged in 1984 due to the 14th Conference on Stochastic Processes and Their Applications held in Gothenburg, Sweden in June 12th16th of the same year. There was no Summer School in 1988 either, since the Nordic Conference on Mathematical Statistics was organized in Ĺbo. In 1996 Summer School was not organized, because the 1st NordicRussian Symposium on Stochastics was arranged in Helsinki in August the same year. In 2014 the Nordic Conference on Mathematical Statistics was again organized in Ĺbo, and hence there was no Summer School in that year.
