搜索结果: 1-7 共查到“随机过程”相关记录7条 . 查询时间(1.643 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Ergodicity of non-stationary stochastic processes
非平稳 随机过程 遍历性
2023/4/13
I will discuss the ergodicity of two kinds of non-stationary processes: random periodic processes and random quasi-periodic processes. I will describe periodic measures, quasi-periodic measures and th...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：马氏过程的集中不等式
马氏过程 集中不等式 真实均值 随机算法
2023/4/14
这个报告的主题是马氏过程观察量的经验均值趋于真实均值的集中不等式，或者说随机算法的错误概率的绝对估计。我将介绍与集中不等式等价的“运费vs Fisher信息量”不等式，以及怎样使用Poincare或log-Sobolev不等式，与最优传输，熵这些工具去证明“运费vs Fisher信息量”不等式。作为应用例子，我将介绍高维分布Gibbs算法的错误概率绝对估计。
乘法噪声驱动的保守律方程的遍历性（董昭）
乘法噪声驱动 保守律方程 遍历性
2023/4/10
We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing pro...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements IV: the entropic repulsion phenomenon and other types of large deviations
随机交错 大偏差 熵斥力现象 大偏差
2023/5/8
In this lecture, I will talk about how to control the deviation of the occupation-time profile conditioned on disconnection so that this conditioning makes the model exhibit a phenomenon generally kno...
南开大学数学科学学院博士生导师向开南教授
教授 博士生导师 随机过程
2016/5/5
向开南，教授，博士生导师。研究方向是概率论（随机过程、随机分析）。发表文章及著作是Decomposition of 3-connected representable matroids，An explicit Schilder-type theorem for super-Brownian motions: Infinite initial measures。
南开大学数学科学学院博士生导师郭军义教授（图）
教授 博士生导师 随机过程
2016/5/5
郭军义，教授，博士生导师。研究方向是随机过程，随机过程在金融保险中的应用，风险理论，应用概率，金融保险中的随机优化。发表文章及著作有Optimal proportional reinsurance and investment and no-shorting constraint，Classical risk model with threshold dividend strategy。
