Sample Path and Extreme Value Properties of Multivariate Gaussian Random Fields
Date: 18 August 2022, Thursday
Time: 10am AEST
Statistics
and Stochastic colloquium (part of the Colloquium Series of the
Department of Mathematics and Statistics) at La Trobe University jointly
organized with the Probability Victoria Seminar.
Contact the organizers: Kostya Borovkov kostya.borovkov@gmail.com, Andriy Olenko a.olenko@latrobe.edu.au
Speaker: Prof Yimin Xiao ( Michigan State University, USA)
Abstract: In this talk, we present some recent results on sample path and extreme value properties of a large class of multivariate Gaussian random fields including multivariate Gaussian fields, operator fractional Brownian motion, vector-valued operator-scaling random fields, and matrix-valued Gaussian random fields. These results illustrate explicitly the effects of the dependence structures among the coordinate processes on the sample path and extreme value properties of multivariate Gaussian random fields.
Zoom meeting link: https://unimelb.zoom.us/j/86460269383?pwd=aDNWbk4yWDdzclhUOWZ6ZElFQnlrQT09
(if the above link doesn't work when you click it -- please copy & paste it into the address bar in your browser).
Password: 457925 (just in case)
A PDF file with the talk slides might become available for downloading from our seminar Webpage at https://probvic.wordpress.com/pvseminar/ prior to the talk (the above Zoom link has already been posted there).
