APSPS/統計数学セミナー 11/17

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Yuta Koike

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Nov 10, 2021, 2:20:23 AM11/10/21
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東京大学の小池です。

11月のAsia-Pacific Seminar in Probability and Statistics (APSPS)の告知です。

Date: 17 November (Wed), 2021
Time: 15:30 (Japan)  (時間がいつもより1時間遅いのでご注意ください)
Speaker: Jean Bertoin, Institut of Mathematics, University of Zurich (UZH)
Title: On the local times of noise reinforced Bessel processes
Abstract: Bessel processes form a one-parameter family of self-similar diffusion on $[0,\infty)$ with the same Hurst exponent 1/2 as Brownian motion. Loosely speaking,  in this setting,  linear noise reinforcement with reinforcement parameter $p$ consists of repeating (if $p>0$) or counterbalancing (if $p<0$) infinitesimal increments of the process, uniformly at random and at a fixed rate as time passes.
In this talk, we will investigate the effect of noise reinforcement on the local time at level $0$, that is, informally, the time that the process spends at $0$. A connection with increasing self-similar Markov processes will play a key role.

https://sites.google.com/view/apsps/home


東京大学からは、統計数学セミナーを通して、Zoomで配信します。
参加希望の方は以下のGoogle Formより2日前までにご登録ください。
ご登録後、会議参加に必要なURLを送付いたします。
https://docs.google.com/forms/d/e/1FAIpQLSeuK9AOw6QUqvUge9ukw__v04j5jpfogzrGxlPLpEgNhW09kg/viewform

統計数学セミナーオーガナイザー
吉田 朋広(東大数理),荻原 哲平(東大情報理工), 小池 祐太(東大数理)
Nakahiro Yoshida (University of Tokyo), Teppei Ogihara (University of
Tokyo), Yuta Koike (University of Tokyo)
Email:  ogi...@mist.i.u-tokyo.ac.jp
Web:  http://www.ms.u-tokyo.ac.jp/seminar/probstat/future.html





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Asia-Pacific Seminar in Probability and Statistics


The seminar is created as a permanent forum for good research in the
field. It is our way to counterbalance the restrictions imposed on us
by the pandemic and to still promote scientific exchange and
cooperation. It will run using Zoom.

Topics include probabilistic models for natural phenomena, stochastic
processes and statistical inference, statistical problems in
high-dimensional spaces, asymptotic methods, statistical theory of
diversity. At the same time, there are no restrictions on other topics
of the seminar presentations.

The emphasis is on novelty, but even more so, on beauty, and clarity.
Where possible, heuristic arguments are preferred to presentation of
technical details.  Speakers are encouraged to discuss meaningful
applications and open problems.  Good reviews are welcome.
Presentations should be accessible to good postgraduate students in
probability and mathematical statistics.

The Board of the Seminar consists of

Sanjay Chaudhuri (NUS, Singapore),
Mark Holmes (University of Melbourne, currently at UBC, Vancouver),
Estate Khmaladze (VUW, Wellington),
Krishanu Maulik (ISI, Kolkata)
Spiro Penev (UNSW, Australia),
Masanobu Taniguchi (Waseda University, Tokyo),
Nakahiro Yoshida (University of Tokyo, Tokyo).

The Board is responsible for the programme. All of us will be happy to
discuss details with potential speakers. Please, e-mail us if you
would like to contribute -- addresses readily obtainable on the web.

We plan to run seminars on Wednesdays, once a month. Time will vary in
between UTC+10 - UTC+12 (India) and UTC+17 - UTC+20 (New Zealand).
Specific dates will be given on the web-page
                                https://sites.google.com/view/apsps/home

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