COSAM » Events » 2017 » February » Mathematics & Statistics Colloquium: Dr. Yimin Xiao

Mathematics & Statistics Colloquium: Dr. Yimin Xiao
Time: Feb 14, 2017 (04:00 PM)
Location: Parker Hall 249


Speaker: Dr. Yimin Xiao, Michigan State University

Title: Recent Developments in Theory of Random Fields 

ABSTRACT: Random fields are not only important in probability, stochastic partial differential equations and statistics, but also very useful as stochastic models in many scientific areas such as biology, environmental sciences, geophysical sciences, image processing, and physics. These applications, in turn, have raised many interesting and often challenging questions for mathematicians and statisticians.

For random fields indexed by the Euclidean space or spheres, their important characteristics include smoothness/roughness, self-similarity, isotropy/anisotropy, and short/long range dependence. Various mathematical and statistical methods have been developed for constructing random fields, and for studying their properties and statistical inferences. 

In this talk we present some recent results on probabilistic, geometric, and analytic properties of Gaussian random fields and solutions of stochastic partial differential equations (SPDEs).

Last updated: 02/21/2017