????报告题目:Small?Deviation?for?Gaussian?Processes(高斯过程的小偏差)
???报告摘要:
?Small deviation theory is an important topic in probability.?Small deviation (ball) probability studies the asymptotic rate of approaching zero for rare events that positive random?variables take smaller values.?In?this?talk,?small?deviation?asymptotic behavior,Laplace transform and RKHS for the?$L_2$ norm at the logarithmic level of the Demeaned Ornstein-Uhlenbeck process?are?given.?Meanwhile,The small deviation asymptotic behavior?for the additive detrended Brownian motion is?given.?We also obtain Pythagorean type distribution identities for the process.
???报?告?人:艾晓辉,讲师,博士
???报告时间:2015年7月13日(星期一)9:00
?? ?报告地点:理学楼806
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