- 演讲人： Yimin Xiao（Michigan State University）
- 时间：2020年11月13日 周五上午九点（北京时间）
- 地点：腾讯会议 ID：951 262 915
- 主办单位：浙江大学数据科学研究中心
报告人：Yimin Xiao（Michigan State University）
地点：腾讯会议 会议ID：951 262 915
主持人：苏中根 教授（浙江大学数学科学学院）
摘要：In this talk, we present some recent results on probabilistic and statistical properties of a large class of multivariate Gaussian random fields with stationary increments including oper- ator fractional Brownian motion and vector-valued operator-scaling random fields. One of the interesting problem is to characterize the dependence structure among the coorniate processes.
We represent some recent results on properties of their local times, prediction errors, and coherence.
报告人简介
肖益民教授是密西根州立大学统计概率系终身教授，2018年成为密西根州立大学Foundation Professor。2011年当选为美国数理统计学会会士。
肖益民教授主要从事随机场及随机偏微分方程，分形几何，位势理论, 随机场的极值理论,空间统计,非参数估计方面的研究。取得了一系列具有国际先进水平的重要成果，促进了随机场理论在其它领域中的应用。曾在数十种主要国际会议上做大会专题发言。自1998年至今，肖益民教授主持或共同主持美国国家自然科学基金项目十一项。目前在研项目二项。
肖益民教授现担任SCI杂志《Statistics and Probability Letters》共同主编，同时还是《Science in China, Mathematics》,《Illinois Journal of Mathematics》，《Journal of Fractal Geometry》的编委。多次担任美国国家自然科学基金概率和统计项目评审小组成员，以及加拿大，瑞士，德国，香港等国家和地区自然科学基金评审人。
Yimin Xiao is an MSU Foundation Professor in Statistics and Probability at Michigan State University. He received his Ph.D. from the Ohio State University in 1996. After having done his postdoc at the University of Utah and Microsoft Research, he joined Michigan State University in 2000. His research interests include random fields, Gaussian and Lévy processes, stochastic partial differential equations, extreme value theory, random fractals and spatial statistics. He has been visiting professors to several universities in China, France, Germany, Hong Kong, Sweden, and Switzerland and has been invited as speakers at various international conferences.
Dr. Xiao is a Fellow of the Institute of Mathematical Statistics. He serves as Co-Editor-in-Chief for Statistics and Probability Letters, one of the Managing Editors for Journal of Fractal Geometry and editorial board member for Science China Mathematics and Illinois Journal of Mathematics.