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理学院数学系举办学术报告

日期:2015-07-09 点击数:

    报告题目:Small Deviation for Gaussian Processes(高斯过程的小偏差)

   报告摘要:

 Small deviation theory is an important topic in probability. Small deviation (ball) probability studies the asymptotic rate of approaching zero for rare events that positive random variables take smaller values. In this talk, small deviation asymptotic behavior,Laplace transform and RKHS for the $L_2$ norm at the logarithmic level of the Demeaned Ornstein-Uhlenbeck process are given. Meanwhile,The small deviation asymptotic behavior for the additive detrended Brownian motion is given. We also obtain Pythagorean type distribution identities for the process.

   报 告 人:艾晓辉,讲师,博士

   报告时间:2015年7月13日(星期一)9:00

    报告地点:理学楼806

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