学术报告

报告题目: On the maxima of continuous and discrete time Gaussian order statistics processes

报告人：谭中权 副教授

报告时间；2018年1月16日上午10:40-11:40

报告地点：星际电子在线学术报告厅（25教1802报告厅）

摘要: In this talk, we study the asymptotic relation between the maximum of a continuous order statistics process formed by stationary Gaussian processes and the maximum of this process sampled at discrete time points. It is shown that, these two maxima are asymptotically independent when the Gaussian processes are weakly dependent, while for the strongly dependent case, these two maxima are asymptotically dependent.

报告人简介：谭中权，男，副教授,博士，硕士毕业于星际电子在线，主要从事极值理论与保险精算方面的研究，现已在国内外数学与统计学期刊上发表论文50余篇,其中SCI收录40余篇,部分论文发表在数学与统计学的著名杂志上,如《Stochastic Processes and their Applications》、《Journal of Applied Probability》、《Journal of Theoretical Probability》、《Extremes》、《Test》、《Science China Mathematics》等。主持完成国家级和省级课题各1项，现主持国家自然科学基金青年项目、浙江省自然科学基金面上项目，中国博士后科学基金项目各1项。