报告题目: On De la Pena Type Inequalities for Point Processes
报告专家: 王汉超(山东大学金融研究院副教授)
报告时间: 2021年12月9日(周四),19:50-20:40
腾讯会议: https://meeting.tencent.com/dm/vk2jWNqRPxZu
会议 ID:384-328-741
报告摘要:There has been a renewed interest in exponential concentration inequalities for stochastic processes in probability and statistics over the last three decades. De la Pena establishes a nice exponential inequality for discrete time locally square integrable martingale. In this talk, we introduce our results on de la Pena’s inequalities for stochastic integral of multivariate point processes. The proof is primarily based on Doleans-Dade exponential formula and the optional stopping theorem. As application. We obtain an exponential inequality for block counting process in λ?coalescents.
欢迎各位老师、同学届时前往!
数学科学学院
2021年12月6日
专家简介:
王汉超,山东大学金融研究院副教授,主要从事概率极限理论及其应用的研究,特别在随机过程弱收敛、金融统计与计量经济等领域中的问题研究。在新加坡世界科技出版社出版专著《Weak Convergence and Its Applications》一部,并在Stochastic Processes and their Application、Journal of Theoretical Probability、Journal of Econometrics等学术期刊上发表论文十余篇。另外主持国家自然科学基金两项,山东省自然科学基金一项,作为项目骨干参与国家重点研发计划项目一项。