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张立新教授学术报告会

  发布日期:2014-12-11  浏览量:930


报告题目:Moment inequalities and Exponential inequalities under sub-linear expectations with applications

人: 张立新 浙江大学求是特聘教授,2012年获国家自然科学基金杰出青年基金

摘要:Under the classical framework of probability theory in which the probability measure and the expectation are additive, moment inequalities and exponential inequalities are basic tools for studying the limit theorems such as the law of large numbers and the law of the iterated logarithm for both independent and dependent random variables. Non-additive probabilities and non-additive expectations are useful tools for studying uncertainties in statistics, measures of risk, superhedging in finance and non-linear stochastic calculus. In this talk we consider a kind of non-additive expectations, called the sub-linear expectations and related non-linear capacities which are introduced by Peng Shige (2006, 2008). We will give basic tools such as the moment inequalities and the Kolmogorov type exponential inequalities of the partial sums of independent random variables as well as negatively dependent random variables under the sub-linear expectations.  As applications, we give the sufficient and necessary conditions for the strong law of large numbers and the law of the iterated logarithm to hold.

  间:  20141219日上午930

  点: 磬苑校区澳门赌搏网站大全H306

欢迎各位老师、同学届时前往!

报告人概况:

张立新,浙江大学求是特聘教授,数学系系副主任。1995年获复旦大学博士学位,1997年晋升为教授,2000年起担任浙江大学统计研究所副所长、所长。现任浙江大学数学系副主任、中国现场统计研究会理事、浙江省数学会理事、浙江省现场统计研究会副理事长、IMS-China 委员会委员。主要从事概率极限理论、相依数据模型、自适应设计及相关领域、Gauss过程的研究,相继主持5项国家自然科学基金项目,发表了学术论文130多篇,数篇发表在 Annals of Statistics》、《Journal of the American Statistical Association》、《Annals of Probability》、《Annals of Applied Probability》等国际顶级刊物上,被SCI收录90多篇。于1998年入选浙江省跨世纪学术和技术带头人培养人员、2008年入选教育部新世纪优秀人才支撑计划2010年获得浙江省自然科学基金杰出青年基金、2012年获得国家自然科学基金杰出青年基金。

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