题 目: Infinitely divisible distributions and processes 系列讲座
报告人:美国田纳西大学 Jan Rosinski教授
时 间:
2018年5月27日 9:00-11:00 Stable and tempered stable processes
2018年5月28日 9:00-11:00 ID random measures, integration and processes
地 点:数学楼629
ABSTRACT: 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.
报告人简介: 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。