报告人：谢南瑞（台湾大学）
报告题目：Some Aspects of Stationary Processes
报告摘要：In this short course, we will begin with somefundamental definitions and properties of stationary processes. Then we will discuss some more advanced aspects, in particular the exponential stationary processes and their implications in the internet communications and the financial market behaviors. The materials will be adapted from the followings:P. Embrechts and M. Maejima: Self-similar Processes. 2000
J. Lamperti: Stochastic Processes, a survey.
G. Samorodnitsky: Long Range Dependence. 2006
N.-R. Shieh and his co-authores: Papers related to Exponential Stationary Processes
报告人简介： 谢南瑞，国湾大学终身教授，原数学院院长。研究领域包括概率论与随机过程，以及随机分析及其在数理金融中的应用。在《Stochastics Analysis and Applications》,《Probability Theory and Related Fields》,《Trans.Amer.Math.Soc》等国际知名杂志上发表论文70余篇。多次应邀在香港，日本，法国，英国，美国等国家的知名学术机构作客座教授，并在相关领域的重要国际会议上作报告。
报告时间：2018年6月6日（星期三）下午14:30-17:00
2018年6月7日（星期四）上午9:00-11:30
2018年6月8日（星期五）上午9:00-11:30
报告地点：科技楼南702
