[Forum SIS] Seminar

[Simone Padoan]

Dear All,

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We are glad to announce the following talk
Thursday, March 7, 2013, 12.30, Room 3-E4-SR03
Bocconi University, via Roentgen 1, Milan. 
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by Shui Feng, McMaster University, Canada.

Title:
"Gamma-Dirichlet Algebra"

Abstract: 
The Gamma-Dirichlet algebra  corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process through the gamma process and vice versa. In this talk, we review some known results associated with this structure,  and present several new results including the large deviations of the jump sizes of the gamma process, a random time change connecting a branching diffusion to a Fleming-Viot process, and an alternative proof of the reversibility of the Fleming-Viot process.


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Dr. Simone Padoan, PhD.
Assistant Professor

Department of Decision Sciences
Bocconi University of Milan
via Roentgen, 1 20136 Milano - Italy
tel. +39 02 5836 5690
Email: simone.padoan a unibocconi.it
Webpage: http://faculty.unibocconi.it/simonepadoan
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