The XXXVII International Seminar on Stability Problems for Stochastic Models (ISSPSM2025) will be held from 13 to 17 October, 2025 in Shenzhen, China.

International Seminars on Stability Problems for Stochastic Models have a long tradition. These seminars were founded in the 1970-ies by the outstanding mathematician Vladimir Zolotarev (27.02.1931–07.11.2019). The seminars were and are attended by leading specialists in probability theory and mathematical statistics from all over the world and traditionally aim at bringing together people from the East and from the West to share their expertise, new results, exchange the ideas and discuss open problems. In this century International Seminars were held in Bulgaria, Hungary, Italy, Israel, Latvia, Norway, Romania, Russia, Spain and Poland. Previous five Seminars took place in Petrozavodsk, Russia (2020-2021), Perm, Russia (2018), Debrecen, Hungary (2017), Svetlogorsk, Russia (2016). The XXXVII Seminar will be held at the facilities of the Shenzhen MSU-BIT University.

Shenzhen is a prefecture-level city in the province of Guangdong, China. A special economic zone, it is located on the east bank of the Pearl River estuary on the central coast of Guangdong, bordering Hong Kong to the south, Dongguan to the north, Huizhou to the northeast, and Macau to the southwest. With a population of 17.5 million in 2020, Shenzhen is the third most populous city by urban population in China after Shanghai and Beijing. The Port of Shenzhen is the world's fourth busiest container port.

The Shenzhen MSU–BIT University (SMBU) is a university (with independent legal entity registration) in Longgang, Shenzhen, Guangdong, China. It is established in 2016 as a joint venture between the Beijing Institute of Technology and Moscow State University with funding support from Shenzhen Municipal Government.

Organizers and Sponsors:

• Faculty of Computational Mathematics and Cybernetics of the Lomonosov Moscow State University;
• Shenzhen MSU-BIT University;
• Institute of Informatics Problems of the Federal Research Scientific Center “Computer Science and Control” of RAS;
• Moscow Centre of Fundamental and Applied Mathematics.
• Sun Yat-sen University

Main Topics of Seminar:

• Limit Theorems and Stability Problems of Probability Theory
• Stochastic Processes
• Statistics of Time Series and Stochastic Processes
• Finance, Insurance, Risk
• Spatial Statistics
• Data Analysis and Computational Statistics
• Stochastic Dynamics
• Random Graphs
• Queuing Theory and Modeling
• Information Systems
• Probability Distributions
• Statistical Learning
• Stochastic Games

Program Committee:

Victor Korolev (Moscow, Russia – Chairman)
Irina Shevtsova (Moscow, Russia – Vice-Chairman)
Tian Yubin (Shenzhen, China – Vice-Chairman)
Alexey Bergovin (Moscow, Russia – Secretary)
Ji Lina (Shenzhen, China – Secretary)
Zheng Jiayu (Shenzhen, China – Secretary)
Vladimir Chichagov (Perm, Russia)
Yuri Khokhlov (Moscow, Russia)
Lev Klebanov (Prague, Czech Republic)
Vassily Kolokoltsov (Moscow, Russia)
Vladimir Ulyanov (Moscow, Russia)
Alexander Zeifman (Vologda, Russia)

Organizing Committee:

Victor Korolev (Moscow, Russia – Chairman)
Boris Budak (Snenzhen, China – Vice-Chairman)
Irina Shevtsova (Moscow, Russia – Vice-Chairman)
Tian Yubin (Shenzhen, China – Vice-Chairman)
Ji Lina (Shenzhen, China – Secretary)
Zheng Jiayu (Shenzhen, China – Secretary)
Alexey Bergovin (Moscow, Russia – Secretary)

Important deadlines

• July 20, 2025 – preliminary registration, abstract submission
• August 15, 2025 – notification of acceptance

Registration and Abstracts

We would be very grateful if participants of the seminar will register and send abstracts (not exceeding one half of a page by e-mail to ishevtsova@cmc.msu.ru or vkorolev@cmc.msu.ru no later than July 20, 2025. After receiving the abstract and peer review, we will send to a corresponding participant an e-mail confirmation.

Special participants will be able to give on-line talks. The access code for the ZHUMU or Zoom conference will be sent later.

Students and PhD students will be able to participate in seminar poster session.

Accompanying publications

The Seminar is accompanied by two types of publications.

1. Abstracts of communications will be published on the seminar site.
2. Short communications will be published in the Bulletin of Moscow University.
3. Selected Proceedings of the Seminar will be published as full-size papers in the Bulletin of Moscow University.

Guidelines for the submission of abstracts

Please, submit the paper in the following possible formats: .doc, .tex, .ppt. Please, avoid short non-informative texts. The admissible volume is no greater than 0.5 page. In the communications, actual postal, e-mail and others (if at will) addresses of the author must be indicated (along with the author's consent to make this information available to the participants of the seminar) to guarantee the possibility of communication for discussion.

On behalf of the International Program Committee,
Victor Korolev, Chairman
Irina Shevtsova, Vice-Chairman

Registration fee

Registration fee is 1500 yuan’. It should be paid upon arrival.

Tentative list of speakers

• Konstantin Belyaev, Lomonosov Moscow State University, Numerical and Analytical Solution of Fredholm Integral Equation that Appears in one Geophysical Problem
• Vladimir Bening, Lomonosov Moscow State University, Asymptotic properties of statistics constructed from samples with random sizes
• Alexey Bergovin, Lomonosov Moscow State University, Moscow Center of Fundamental and Applied Mathematics, A queueing system with general vacations
• Andrei Borisov, Federal Research Center "Informatics and Control" of RAS, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, An Available Bandwidth Estimation Algorithm Based on Optimal State Filtering Results
• Alexander Bulinskii, Lomonosov Moscow State University, Statistical Estimation of Information Characteristics
• Ekaterina Bulinskaya, Lomonosov Moscow State University, On Population Density of Catalytic Branching Random Walk
• Andrei Gorshenin, Federal Research Center "Computer Science and Control", Russian Academy of Sciences, Lomonosov Moscow State University, Probability-Informed Models for Data Processing
• Alexander Zeifman, Vologda State University, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, An approach for bounding the rate of convergence for nonstationary queueing systems
• Mikhail Ivanov, Lomonosov Moscow State University, Forecasting Ito-type processes using features based on dynamic Gaussian mixtures
• Lev Klebanov, Charles University, Prague, Czech Republic, Limit Theorems as Characterization Problems in Probability Theory
• Vassiliy Kolokotsov, Lomonosov Moscow State University, Rates of convergence for the Functional Limit Theorems for CTRW (continuous time random walks)
• Victor Korolev, Lomonosov Moscow State University, Moscow Center of Fundamental and Applied Mathematics, Federal Research Center "Computer Science and Control", Russian Academy of Sciences, Normal variance-mean mixtures as stationary distributions of stochastic difference equations with random coefficients, Analogs of the multiplication theorem for some families of distributions
• Alexey Kudryavtsev, Lomonosov Moscow State University, On the method of estimating the parameters of scale mixtures of generalized gamma distributions
• Vladimir Ulyanov, Lomonosov Moscow State University, On Hanson-Wright type deviation inequalities for subexponential entries
• Yurii Khokhlov, Lomonosov Moscow State University, On some characterization of Marshall-Olkin distribution
• Irina Shevtsova, Lomonosov Moscow State University, Rates of convergence of random sums to the normal variance-mean mixtures
• Oleg Shestakov, Lomonosov Moscow State University, Asymptotic results for the mean-square risk when using multiple hypothesis testing methods for weakly dependent observations
• Elena Yarovaya, Lomonosov Moscow State University, "Limit theorems for branching random walks in various branching environments"
• Andrei Belov, Lomonosov Moscow State University, Modeling and analysis of binary objects based on group observations
• Ianina Roshchina, Lomonosov Moscow State University, Factors of the Price Gap between Primary and Secondary Housing Markets: A Regional Analysis
• Sergey Smirnov, Lomonosov Moscow State University, "Asymptotics of Worst‑Case Mixed Market Strategies for a Binary Option is a Stopped Geometrical Brownian Motion"
• Shuzhen Yang, Shandong University, A general varying terminal time structure for stochastic optimal control
• Kexin Yu, Shandong University, The smallest singular value of sparse discrete random matrices
• Hanchao Wang, Shandong University, Inhomogeneous random symmetric matrix: eigenvalues and eigenvectors
• Zeyan Song, Shandong University, Singularity of biased discrete random matrices
• Yi Guo, Shandong University, Central limit theorem for irregular discretization scheme of multilevel Monte-Carlo method
• Cosme Louart, Chinese University of Hong Kong, Smoothly managing dependence and heavy tails in concentration inequalities on sums
• Cheuk Yin Lee, Chinese University of Hong Kong, On the passage times of self-similar Gaussian processes on curved boundaries
• Miha Bresar, Chinese University of Hong Kong, Rates of Ergodicity in Levy-Driven Storage Processes
• Bingyi Jing, Southern University of Science and Technology, Two-way Popularity Model for Directed and Bipartite Networks
• Zeng LI, Southern University of Science and Technology, Debiased distributed PCA under high dimensional spiked model
• Zhuosong Zhang, Southern University of Science and Technology, Convergence rates of multivariate normal approximation with applications to stochastic approximation methods
• Yuxin Tao, Southern University of Science and Technology, Statistical inference for power autoregressive conditional duration models with stable innovations
• Fubao Xi, Beijing Institute of Technology, Successful Couplings and Strong Ergodicity for Switching Diffusion Systems with Past-Dependent Switching
• Jie Xiong, Southern University of Science and Technology, On the empty balls of critical and subcritical super-Brownian motions with general branching mechanisms
• Dianpeng Wang, Beijing Institute of Technology, Sequential Design for Quantile Estimation in Multifactor Sensitivity Experiments
• Xia Cai, Hebei University of Science and Technology, Modified Information Criterion for Testing Changes in the Inverse Gaussian Degradation Process
• Kang Wenda, Anhui University, A General Approach for Unsupervised Domain Adaptation Using Support Points
• Jiayu Zheng, Shenzhen MSU-BIT University, On mean-field super-Brownian motions