[Forum SIS] corso e seminario Prof. Shui Feng, Bocconi

[Sonia Petrone]

AVVISO DI CORSO E SEMINARIO

Ho il piacere di comunicare che il Prof. Shui Feng (McMaster University - Hamilton, Ontario, Canada) 
terra' un corso all'interno del PhD in Statistics, Universita' Bocconi, su 

“ Random Measures: Models, Stochastic Dynamics, and Applications" 

1) March 4, 14:30-16:00pm 
2) March 5, 14:30-16:00pm
3) March 6, 14:30-16:00om 

4) March 8, 14:30-16:00pm 
5) March 11, 14:30-16:00pm 
6) March 12, 14:30-16:00om 

Gli interessati possono contattarmi, sonia.petrone a unibocconi.it
o scrivere a: angela.baldassarre a unibocconi.it.

Il Prof. Feng terra' un seminario il 7 marzo, alle 12:30, aula 3-E4-SR03, Universita' Bocconi, Via Rontgen 1, su

 "The Gamma-Dirichlet Algebra"

Abstract. The Gamma-Beta algebra corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This relation allows us to study the properties of the Dirichlet process through the gamma process and vice versa. This talk will give a review of existing results associated with the algebra and present several new results and its dynamical analogue including the large deviations of the jump sizes of the gamma process, the quasi-invariance of the two-parameter Poisson-Dirichlet distribution, and an alternative proof of the reversibility of the Fleming-Viot process. 

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Cari saluti,
Sonia Petrone