[Forum SIS] DISMEQ Seminar - March 18th 13.30h

[Francesca Greselin]

Dear all
we announce the next DISMEQ Seminar.
Best regards,
Francesca Greselin


Dipartimento di Statistica e Metodi Quantitativi

______________________________________________________________

Mercoledì 18 marzo 2015 ore 13.30 – 14.30

Aula Seminari (Edificio U7, 4° piano, St. 4026)

Via Bicocca degli Arcimboldi, 8 – 20126 Milano



CONVEXIFICATION OF STOCASTIC PROCESSES

Prof. YOURI DAVIDOV

Universitè de LILLES



Abstract

A survey of results connected with convexification procedure of

trajectories of stationary processes will be presented. The importance and

interest of this procedure  is related in the first turn with that the
transformed

processes in typical conditions converge to a nonrandom convex function,

which is the Lorenz curve for marginal distribution. This connection allows
to

understand how to define analog of the Lorenz curve for multidimensional

distributions. Some other applications will be considered as well.

-- 
Francesca Greselin
Department of Statistics and Quantitative Methods
University of Milano Bicocca
Tel  +39 02 6448 3118
Fax +39 02 6448 3105
*www.economia.unimib.it/ <http://www.economia.unimib.it/>GRESELIN*
google scholar <http://scholar.google.com/citations?user=xOOTbBAAAAAJ&hl=en>
researchgate <https://www.researchgate.net/profile/Francesca_Greselin>
*Skype: francesca.greseli <francesca.greselin at unimib.it>n*
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