PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Alexei Novikov, Anna Mazzucato, Manfred Denker, Alexei Novikov.

Title:Gaussian Random Fields: Fractal and Related Properties
Seminar:Probability and Financial Mathematics Seminar
Speaker:Yimin Xiao, Michigan State
**** NOTE TIME CHANGE, 1-2 PM*** Self-Similar Gaussian random fields are useful as stochastic models in many applied areas and their sample functions are often random fractals. In this talk, we show that various properties of strong local nondeterminism can be applied to study fine properties (e.g. exact moduli of continuity, exact Hausdorff measure functions, regularity of local times and intersection local times) of Gaussian random fields. Examples of such Gaussian random fields are solution to certain stochastic heat equation and fractional Brownian motion on sphere.

Room Reservation Information

Room Number:MB106
Date:10 / 25 / 2013
Time:01:00pm - 02:00pm