[Probability] EMSA seminar
Xue-Mei Li
xuemei at xuemei.org
Mon Mar 7 10:37:29 GMT 2011
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
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