学术报告 题目: AN INVITATION TO COPULAS

报告人: Dr. Hung T. Nguyen 美国新墨西哥州立大学 时间: 2011年5月24日 上午10:00-11:00 地点: 数学系学术报告厅 内容摘要:We start out by discussing the usefulness of the concept of copulas for random vectors in building multivariate models and modeling dependence concepts. Based on copulas, we discuss associated correlation measures. The extension of copulas to probability measures on infinitely dimensional spaces is next discussed. An important example of such spaces is the space of random closed sets of Euclidean spaces. We discuss the open issue of how to carry out correlation analysis for random closed sets. 专家简介:Dr. HUNG T. NGUYEN Hung T. Nguyen received his Ph. D. degree from Univeristy of Paris VI (France) in 1975 under Joseph Kampeíde Feriet. After spending several years at University of California at Berkeley, and University of Massachusetts at Amherst, he joined the Faculty at New Mexico State University in Las Cruces, New Mexico, USA, in 1981 where he remained as professor of mathematical sciences until 2010. He is actually Professor Emeritus of New Mexico State University. Dr. Nguyen is a fellow of the American Association of Engineering Education and of the International Fuzzy Systems Association. He has been awarded the Distinguished Lukacs Professorship of Statistics at Bowling Green State University (2002) and the Westhafer Award on Excellence in Research at New Mexico State University (2000). Dr. Nguyen’s research interests center around uncertainty analysis of dynamical systems: random set theory, statistics of diffusion processes, fuzzy systems, and financial economics. He published 21 books and more than 100 research articles. For the detail of his complete CV, see http://www.math.nmsu.edu/Vitas/nguyen.html 欢迎广大师生参加!
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