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.