报告题目:Tracy-Widom Distributions, Airy Processes and Their Sample Path Properties
报 告 人:苏中根 教授 浙江大学
报告时间:2020年6月12日 9:30-10:30
报告地点:腾讯会议 ID:562 179 855
点击链接入会,或添加至会议列表:
https://meeting.tencent.com/s/SypD6kaovUmw
校内联系人:张勇 zyong2661@jlu.edu.cn
报告摘要:
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
报告人简介:
苏中根,浙江大学数学科学学院教授、博士生导师,浙江大学统计研究所副所长。研究领域为概率极限理论,统计大样本理论,随机矩阵,高维数据分析。自2004年以来,主持国家自然科学基金面上项目3项,浙江省杰出青年团队项目1项。2002年获全国普通高校优秀教材一等奖,2003年获教育部科技进步奖二等奖,2005年获浙江大学优秀教学成果一等奖。