Hausdorff Measure of the Range and Graph of Space-Time Anisotropic Gaussian Random Fields
发布人:张莹  发布时间:2021-05-25   浏览次数:128
主题:   Hausdorff Measure of the Range and Graph of Space-Time Anisotropic Gaussian Random Fields主讲人:   陈振龙地点:   松江校区二号学院楼331理学院报告厅时间:   2021-05-27 10:00:00组织单位:   理学院

主讲人简介陈振龙,教授,博士生导师,浙江工商大学统计与数学学院院长,浙江省数学学会常务理事,中国概率统计学会第十届理事会理事,入选湖北省普通高校跨世纪学术骨干,湖北省151新世纪高层次人才,浙江工商大学西湖学者拔尖人才。主要研究领域有:金融统计、随机过程与风险管理、随机分形等。主持国家自然科学面上基金,教育部人文社科基金,其它省部级科研项目20余项。国家一流专业和一流课程负责人。在国内外概率统计主流学术刊物发表学术论文六十多篇。

内容摘要Let X = {X(t),t∈R^N}be a centered space-time anisotropic Gaussian random field with values in R^d with stationary increments, whose components are independent but may not be identically distributed. Under certain mild conditions, we determine the exact Hausdorff measure function for the range set X([0,1]^N)and graph set GrX([0,1]^N). Our result extends corresponding results proved by Talagrand (Ann Probab 23:767-775,1995) , Xiao (Math Proc Camb Phil Soc 122:565-576,1997) for fractional Brownian motion, and also Luan and Xiao (J Fourier Anal Appl 18:118-145,2012) for time-anisotropic and space-isotropic Gaussian random fields.

主持人:闫理坦、张振中

撰写:李学元