天元讲堂(11.27)Filtration of sigma-fields in the ergodic theory and stochastic processes.
Title: Filtration of sigma-fields in the ergodic theory and stochastic processes.
Abstract: The simplest example is standard dyadic filtration –past of the
Bernoull scheme. The question arises: is it enough to consider only
finite (combinatorial) invariants in order to classify and study
filtrations? The answer is negative and we must take in account the
“limit” invariants of filtrations which express “the complexity of it
at infinite” ---- the entropy, higher Kolmogorov 0-1-laws and other.
There are some application of the theory to ergodic theory (periodic
approximations) and stochastic process (generalizes martingale
theorems)
报告人:Anatoly Vershik (圣彼得堡州立大学,表示论和动力系统实验室主任,国际数学家大会两次45分钟报告人)
Bernoull scheme. The question arises: is it enough to consider only
finite (combinatorial) invariants in order to classify and study
filtrations? The answer is negative and we must take in account the
“limit” invariants of filtrations which express “the complexity of it
at infinite” ---- the entropy, higher Kolmogorov 0-1-laws and other.
There are some application of the theory to ergodic theory (periodic
approximations) and stochastic process (generalizes martingale
theorems)
报告人:Anatoly Vershik (圣彼得堡州立大学,表示论和动力系统实验室主任,国际数学家大会两次45分钟报告人)
时间:11月27日上午10:00-11:00.
地点:数学楼307