Odeljenje za matematiku, 2. oktobar 2017.

Naredni sastanak Seminara biće održan u ponedeljak, 2. oktobra 2017. u sali 301f Matematičkog instituta SANU sa početkom u 15:15 časova.

Predavač: Hermann Thorisson, Department of Mathematics, University of Iceland

Naslov predavanja: COUPLING METHODS IN PROBABILITY THEORY

Apstrakt: Coupling means the joint construction of two or more random variables, processes, or any random objects. The aim of the construction is often to deduce properties of the individual objects or to gain insight into distributional relations between them.

In this talk we shall first consider some elementary examples, moving from Poisson approximation and stochastic domination to Markov chains and Brownian motion. We then briefly outline a general coupling theory for stochastic processes and finally extend the view to random elements under a topological transformation group.



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