Speaker : Professor Si Si (Aichi Prefectural University)
Title : Generalized Gaussian processes with multiple Markov property and their dual processes
Time : 2011-03-24 (Thu) 15:10 - 16:00
Place : Seminar Room 722, Institute of Mathematics (NTU Campus)
Abstract: A multiple Markov Gaussian process describes significant evolutional random phenomena towards future. A counter part of this role is played by the dual process. Such a duality can be established by restricting Gaussian processes to be in the class of generalized stochastic processes. Coming to this direction, we can find profound properties of the way of dependence of Gaussian processes as the time t goes by. If, in particular, generalized processes restricted to be stationary, we can find interesting relationships to other fields of mathematics.