报告题目:大偏差与中偏差及其应用
报 告 人:宇世航教授 齐齐哈尔大学
报告时间:2019年10月22日上午8:30-11:30
报告地点:数学楼第二报告厅
报告摘要:
In this paper, we provide the exact forms of large and moderate deviations for the empirical mean of population and the centered total population of a sub-critical branching process with immigration. The rate functions in our large and moderate deviations are explicitly identified. Our theorems also apply to the models of the integer-valued autoregression. In computing the generating function requested by Gärtner-Ellis theorem, our treatment substantially relies on an algorithm specifically designed for the autoregressive structure of our models.
报告人简介:
宇世航,2014年6月博士毕业于吉林大学,现任齐齐哈尔大学理学院教授、硕士生导师、副院长、黑龙江省工业与应用数学学会理事。主要从事基于整值时间序列的风险理论、复杂数据统计推断、分支过程大偏差理论等领域的研究工作。