報告題目:Tracy-Widom Distributions, Airy Processes and Their Sample Path Properties
報 告 人:蘇中根 教授 浙江大學
報告時間:2020年6月12日 9:30-10:30
報告地點:騰訊會議 ID:562 179 855
點擊鍊接入會,或添加至會議列表:
https://meeting.tencent.com/s/SypD6kaovUmw
校内聯系人:張勇 zyong2661@jlu.edu.cn
報告摘要:
The Tracy-Widom distribution was first discovered in the study of eigenvalues of Gaussian unitary ensembles 25 years ago. Now it has widely appeared in a number of apparently distinct research fields, like LIS, LPP, directed polymers, KPZ equation. The Airy process is defined through its finite dimensional distributions with Tracy-Widom distribution as 1-dimensional marginal distribution. Compared to classic processes like Poisson processes, Brownian motions and Gaussian processes, this process looks like a new one, but it is an interesting and colorful object of study. In this talk, I shall briefly review the Tracy-Widom distributions and Airy processes and focus on some basic properties of sample paths like continuity, and correlation functions and some recent advances on the moduli of continuity
報告人簡介:
蘇中根,浙江大學數學科學學院教授、博士生導師,浙江大學統計研究所副所長。研究領域為概率極限理論,統計大樣本理論,随機矩陣,高維數據分析。自2004年以來,主持國家自然科學基金面上項目3項,浙江省傑出青年團隊項目1項。2002年獲全國普通高校優秀教材一等獎,2003年獲教育部科技進步獎二等獎,2005年獲浙江大學優秀教學成果一等獎。