[Probability] EMSA seminar

[Xue-Mei Li]

East Midlands Stochastic Analysis Seminars




3:00 pm M. Arnaudon  (Poitiers), (B1.01)

"Stochastic algorithms for computing means of probability measures".

Abstract : Consider a probability measure supported by a regular  
geodesic ball in a manifold. For any p larger than or equal to 1 we  
define a stochastic algorithm which converges almost surely to the p- 
mean of the measure. Assuming furthermore that the functional to  
minimize is regular around the p-mean, we prove that a natural  
renormalization of the inhomogeneous Markov chain converges in law  
into an inhomogeneous diffusion process. We give an explicit  
expression of this process, as well as its local characteristic.

4:30 pm (B3.01)

Mohammud Foondun (Loughborough)

"On stochastic heat equation with spatially colored random forcing"

5:30 pm (B3.01)

Mikhail Urusov (Ulm)

"On a martingale property of exponential martingales"



7:00pm  Dinner (TBA)


All is welcome for any part of the program.
Xue-Mei