APSPS/統計数学セミナー 2/15

[Yuta Koike]

IBISMLの皆様

東京大学の小池です。

2月のAsia-Pacific Seminar in Probability and Statistics (APSPS)の告知です。

Date: 15 February (Wed), 2023
Time: 14:30 (Japan)
Speaker: Kais Hamza, School of Mathematics, Monash University, Melbourne
Title: General bootstrap random walks
Abstract: Given the increments of a simple symmetric random walk
$(X_n)_{n\ge0}$, we characterize all possible ways of recycling these
increments into a simple symmetric random walk $(Y_n)_{n\ge0}$
adapted to the filtration of $(X_n)_{n\ge0}$. We study the long term
behavior of a suitably normalized two-dimensional process
$((X_n,Y_n))_{n\ge0}$. In particular, we provide necessary and
sufficient conditions for the process to converge to a two-dimensional
Brownian motion (possibly degenerate). We also discuss cases in which
the limit is not Gaussian. Finally, we provide a simple necessary and
sufficient condition for the ergodicity of the recycling
transformation, thus generalizing results from Dubins and Smorodinsky
(1992) and Fujita (2008), and solving the discrete version of the open
problem of the ergodicity of the general L\'evy transformation (see
Mansuy and Yor, 2006). This is joint work of Andrea Collevecchio, Kais
Hamza, Meng Shi, Ruth J. Williams.

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/1FAIpQLSfJesLfU3azOYAjoXt_2zIM1GOPRdu_wV3hzYUYus-qhrdRFw/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),
Lijiang Yang (Tsinghua University, Beijing),
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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