### 10th World Congress in Probability and Statistics

## Contributed Session (live Q&A at Track 2, 9:30PM KST)

## Topics Related to RMT

### On eigenvalue distributions of large auto-covariance matrices

Wangjun Yuan (The University of Hong Kong)

[1] Arup Bose and Walid Hachem, Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application, J. Multivariate Anal. 2020.

[2] Jianfeng Yao and Wangjun Yuan, On eigenvalue distributions of large auto-covariance, arXiv:2011.09165.

### Linear spectral statistics of sequential sample covariance matrices

Nina Dörnemann (Ruhr University Bochum)

### Couplings for Andersen dynamics and related piecewise deterministic Markov processes

Nawaf Bou-Rabee (Rutgers University Camden)

### Q&A for Contributed Session 09

###### Session Chair

Kyeongsik Nam (University of California at Los Angeles)

## Topics Related to KPZ Universality

### Upper tail decay of KPZ models with Brownian initial conditions

Balint Veto (Budapest University of Technology and Economics)

### Bijective matching between q-Whittaker and periodic Schur measures

Matteo Mucciconi (Tokyo Institute of Technology)

The talk is based on collaborations with Takashi Imamura and Tomohiro Sasamoto. Motivations and general ideas of our work are addressed by T. Imamura and applications to probabilistic systems are explained by T. Sasamoto.

### A new approach to KPZ models by determinantal and Pfaffian measures

Tomohiro Sasamoto (Tokyo Institute of Technology)

The talk is based on collaborations with Takashi Imamura and Matteo Mucciconi. Motivations and general ideas of our work are addressed by T. Imamura and the bijective proofs of identities are explained by M. Mucciconi.

### Q&A for Contributed Session 11

###### Session Chair

Jaehoon Kang (Korea Advanced Institute of Science and Technology (KAIST))

## Dimension Reduction and Model Selection

### Probabilistic principal curves on Riemannian manifolds

Seungwoo Kang (Seoul National University)

### The elastic information criterion for multicollinearity detection

Kimon Ntotsis (University of the Aegean)

### A bidimensional shock model driven by the space-fractional Poisson process

Alessandra Meoli (Università degli Studi di Salerno)

### Q&A for Contributed Session 21

###### Session Chair

Jisu Kim (Inria Saclay)

## Financial Data Analysis

### Hedging portfolio for a degenerate market model

Ihsan Demirel (Koç University)

### An optimal combination of proportional - excess of loss reinsurance with random premiums

Suci Sari (Statistics Research Division, Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung)

### A novel inventory policy for imperfect items with stock dependent demand rate

Praveen V. P. (University of Calicut)

### Q&A for Contributed Session 35

###### Session Chair

Jae Youn Ahn (Ewha Womans University)