Title: Fine Properties of Gaussian Random Fields
Speaker: Yimin Xiao
Speaker Info: Michigan State University
Brief Description:
Special Note:
Abstract:
In this talk, we show that various properties of strong local nondeterminism can be applied for studying fine properties (e.g. exact moduli of continuity, exact Hausdorff measure functions, regularity of local times and intersection local times) of Gaussian random fields. Examples of such Gaussian random fields are solution to certain stochastic heat equation and fractional Brownian motion on sphere.Date: Monday, October 7, 2013