• Event Date: October 21, 2011
  • Event End Date: October 21, 2011
  • Event Start Time: 3:00 PM
  • Event End Time: 4:00 PM
  • Event Location: Hill 525
  • Event Type: Mathematical Finance and Probability Seminars
  • Extra Info: Speaker: Yimin Xiao, Michigan State University

Consider a centered Gaussian random fi_x000C_eld {X =X(t);tin R^N} with stationary increments and spectral measure ?. There are three interesting cases for the spectral measure:

(i) it is absolutely continuous (the most familiar case is fractional Brownian motion); or

(ii) it is singular and is supported on a fractal set; or

(iii) it is supported on a discrete set.

In all these three cases, the sample function X(t) can either be differentiable almost everywhere or non-differentiable almost everywhere . In this talk we

present some recent results which connect the sample path regularity and fractal properties of a Gaussian random _x000C_eld with the asymptotic properties of ?.

Speaker: Yimin Xiao, Michigan State University