蒋辉学术报告

发布时间:2018年11月02日 作者:鲍建海   消息来源:    阅读次数:[]

Sample path large deviations for the multiplicative Poisson shot noise processes with compensation

报告时间:2018117 14:00-16:00

报告地点: 数理楼小学术报告厅

报告人:蒋辉,南京航空航天大学教授

个人介绍:蒋辉 本科、硕士研究生、博士研究生先后毕业于曲阜师范大学、武汉大学、武汉大学,导师为高付清教授,先后主持国家自然科学基金青年项目以及面上项目,现主要从事大偏差理论、过程统计、随机矩阵、高维统计分析等方面的研究工作,先后在 Stochastic Process. Appl. J. Theoret. Probab. J. Appl. Probab.J. Multivariate Anal.J. Statist. Plann. Inference等学术论文.期刊发表30余篇

报告摘要: Poisson shot noise processes describe a class of random phenomenon in which the states are determined by the arrival of shocks. These processes have an extensive range of applications from insurance risk theory, through electrical engineering, physics and queueing theory. In this talk, under mild conditions, we obtain the sample path large deviations for a class of multiplicative Poisson shot processes with compensation, by implementing the weak convergence techniques. Moreover, we introduce an auxiliary term to overcome the gap between the infinite and finite time when proving the asymptotically exponential equivalence.

 



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