[Nrg-l] FW: Sem in Prob: Stationary Processes I
crovella at cs.bu.edu
Thu Sep 22 09:20:00 EDT 2005
Looks like a good introductory lecture.
From: Murad Taqqu [mailto:murad at math.bu.edu]
Sent: Wednesday, September 21, 2005 10:58 PM
To: prob-sem at math.bu.edu
Subject: Sem in Prob: Stationary Processes I
SERIES: Prob. and Stat. Seminar at Boston University
SPEAKER: Mamikon Ginovyan (Boston University)
DATE: Tuesday, September 27, 2005
TIME: 10 am - noon
PLACE: MCS 135
(Boston University, 111 Cummington Street, Mathematics Department)
TITLE: Stationary processes I
Yes will define the basic characteristics of stochastic processes, and
will state Kolmogorov's theorem on existence of a stochastic process
with given family of finite-dimensional distribution functions.
Then, we will consider some special classes of stochastic processes:
second order processes, strictly and wide sense stationary processes,
Gaussian processes. Some examples of stationary processes will also be
This is the first of a series of lectures.
REMINDER: Thursday, September 22, 2005
"Large deviation for Markov processes and related analysis"
All our welcome.
Announcements will be done by email and through the Web Page:
| Murad S. Taqqu | Dept. of Mathematics |
| murad at math.bu.edu | 111 Cummington Street |
| TEL: (617) 353-3022 | Boston University |
| FAX: (617) 353-8100 | Boston, MA 02215-2411 |
| http://math.bu.edu/people/murad |
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