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伟德线上平台、所2020年系列學術活動(第49場):蘇中根教授 浙江大學

發表于: 2020-06-08   點擊: 

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。


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