Jump Inequalities and Variational Operators for Stochastic Processes
- Date
- May 22, 2014
- Time
- 3:00 PM - 4:00 PM
- Speaker
- Prof. Dr. Joseph Rosenblatt
- Affiliation
- University of Illinois
- Series
- TUD Mathematik AG Analysis & Stochastik
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. R. Schilling
- Description
- By focusing on the number of jumps of a given size, one can get a quantitative estimate for a sequence being Cauchy. This and the associated variational operators have been shown to have good bounds for martingales, ergodic averages, Lebesgue derivatives, and so on. This allows in some sense for rate results for such stochastic processes where more traditional rate results do not generally hold. Some background on the literature on this subject, recent results, and some unsolved questions will be described.
- Links
Last modified: Apr 23, 2014, 11:24:31 AM
Location
TUD Willers-Bau (WIL A 124)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
Scan this code with your smartphone and get directly this event in your calendar. Increase the image size by clicking on the QR-Code if you have problems to scan it.
Legend
- Biology
- Chemistry
- Civil Eng., Architecture
- Computer Science
- Economics
- Electrical and Computer Eng.
- Environmental Sciences
- for Pupils
- Law
- Linguistics, Literature and Culture
- Materials
- Mathematics
- Mechanical Engineering
- Medicine
- Physics
- Psychology
- Society, Philosophy, Education
- Spin-off/Transfer
- Traffic
- Training
- Welcome