????報告題目:Small?Deviation?for?Gaussian?Processes(高斯過程的小偏差)
???報告摘要:
?Small deviation theory is an important topic in probability.?Small deviation (ball) probability studies the asymptotic rate of approaching zero for rare events that positive random?variables take smaller values.?In?this?talk,?small?deviation?asymptotic behavior,Laplace transform and RKHS for the?$L_2$ norm at the logarithmic level of the Demeaned Ornstein-Uhlenbeck process?are?given.?Meanwhile,The small deviation asymptotic behavior?for the additive detrended Brownian motion is?given.?We also obtain Pythagorean type distribution identities for the process.
???報?告?人:艾曉輝,講師,博士
???報告時間:2015年7月13日(星期一)9:00
?? ?陈诉所在:理学楼806
?? ?接待宽大师生加入交流!
?