Events

Stochastics Seminar

Time: Oct 13, 2016 (01:00 PM)
Location: Parker Hall 324

Details:

Speaker: Dr. Jerzy Szulga

Title: Polynomials associated with Brownian Motion and Poisson Process.

Abstract: I will recall how Hermite polynomials are related to Brownian motion and the Wiener chaos. Then I will discuss their counterparts, the Poisson-Charlier polynomials, in the context of the Poisson process and the induced discrete random chaos.