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关于概率暑期学校的通知

作者:孙红权    来源:数学与统计学院   发布日期:2014-06-05

地点:6月9、10、11、13日在研究生楼104室,6月12日在研究生楼106室
时间:2:00-3:30 pm.:Yimin Xiao (Michigan State University)
                      Random Fields: Analytic and Geometric Properties
            3:45-5:15 pm.:Narn-Rueih Shieh  (National Taiwan University)
                      Some Multifractal Analysis for Stationary Processes
                                                   

(一)Title:Random Fields: Analytic and Geometric Properties
     Speaker:Yimin Xiao(Michigan State University)
 
Random fields arise naturally in probability theory, statistics and in various applications. In particular, they serve as spatial or spatio-temporal models in geophysical and environmental sciences. In recent years there has been increasing interest and  extensive studies on random fields. 

The lectures will provide an introduction on theory of random fields and their applications.  It will cover the following topics: Construction of (Gaussian) random fields; Analytic properties; Geometric properties; Extreme value theory.

Bio: Yimin Xiao is a Professor in the Department of Statistics and Probability. He received his Ph.D. from the Ohio State University in 1996. After having done his postdoc at the University of Utah and Microsoft Research. He joined the Department of Statistics and Probability in 2000. His research interests include random fields, Gaussian and Levy processes, extreme value theory, random fractals and spatial statistics. He has been visiting professors to several universities in China, France, Germany, Hong Kong and Switzerland and has been invited as speakers at various international conferences.

He is a Fellow of the Institute of Mathematical Statistics. He serves as Co-Editor-in-Chief for Statistics and Probability Letters and as one of the Managing Editors for Journal of Fractal Geometry.


(二)Title: Some Multifractal Analysis for Stationary Processes
      Speaker: Narn-Rueih Shieh (National Taiwan University)

Course content:

1、A review on Multifractal Analysis
2、A review on stationary processes
3、MNR scheme for Kahane-Manderbrot Theory
4、Some key issues
5、MNR scheme for exponential stationary processes

Short-bio of the speaker: N.-R. Shieh received PhD from NTU and Habilitation from Kyoto Univ. After severing as a Mathematics Professor at NTU for 24 years, he is now an Honor Emeritus Professor since 2011. He has been a visiting faculty in several campus since then:  York University at 2011 Fall, Chinese Univ. of HK at 2012&13 Spring, South China Univ. of Tech. at 2012 Fall, and HK Polytech. Univ. at 2014 Spring.