报告题目：An Introduction to Operator Fractional Brownian Motions
报告人：美国密歇根州立大学统计与概率系肖益民教授
报告内容：
Operator fractional Brownian motions form a class of multivariate (or vector-valued) Gaussian processes with stationary increments and operator-self-similarity. They arise naturally as scaling limits of multivariate time series and have been studied rigorously in probability theory and in statistics. Even though a lot of progress has been made, there are still many open problems regarding their probabilistic properties and statistical inferences.
In this talk, I will provide an introduction to operator fractional Brownian motions and discuss their basic properties such as operator self-similarity, modulus of continuity, fractal dimensions. I will also describe some recent work in the statistics literature about the estimation problems for operator fractional Brownian motions.
报告人简介：
肖益民，美国密歇根州立大学统计与概率系终身教授，国际著名概率统计专家。主要从事随机场及随机偏微分方程、分形几何、位势理论、随机场的极值理论、空间统计、非参数估计方面的研究，取得了一系列具有国际先进水平的重要成果，促进了随机场理论在其它领域中的应用。现担任SCI杂志《Statistics and Probability Letters》共同主编，同时还是SCI杂志《Science in China, Mathematics》，《Illinois Journal of Mathematics》的编委，也是许多国际一流数学杂志的审稿人，如《Annals of Probability》、《Annals of Applied Probability》、《Transactions of the AMS》、《Probability Theory and Related Fields》、《Journal of London Mathematical Society》等。多次担任美国国家自然科学基金概率和统计项目评审小组成员，以及加拿大、瑞士、德国、香港等国家和地区自然科学基金评审人。
报告时间：2018年5月18日上午9:00-11:30
报告地点：9教330教室
欢迎感兴趣的老师和同学参加！