Infinitely divisible distributions and processes 系列讲座
报 告 人: Jan Rosinski 教授
所在单位: 美国田纳西大学
报告地点: 数学一楼报告厅
报告时间: 2018-05-15 14:00:00
报告简介:

报告时间:

2018年5月15日 14:00-16:00 Infinitely divisible distributions

2018年5月16日 09:00-11:00 Levy processes

2018年5月17日 09:00-11:00 Series representations and simulation of Levy processes


In this series of talks we will cover a wide range of topics,from the basic facts and examples, to stochastic domination, association,covariance expansions and Stein method for infinitely divisible distributions. Integration with respect to infinitely divisible random measures will be presented. Series expansions of Levy processes in terms of random polygonal lines, and their computer simulation, will be discussed.

 

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主讲人简介:
Jan Rosinski,美国田纳西大学数学系教授,国际数理统计学会(IMS)会士,美国数学学会(AMS)会员和伯努利数理统计与概率学会(BSMSP)会员,2000-2002年是《Annals of Probability》杂志的副主编,现任《Probability and Mathematical Statistics》和《ALEA- Latin American Journal of Probability and Mathematical Statistics》的编委。Jan Rosinski教授是概率论领域著名的专家。主要研究方向:概率论与随机过程、稳定和无穷可分过程、随机分析、高维概率、随机混沌和Malliavin随机变分引论,目前在《Annals of Probability》,《Probability Theory and Related Field》,《Bernoulli》等数学领域顶级期刊上发表论文90多篇,4本专著。