聯絡我們 網站地圖 中央大學
 
 
   
     
 
主  題
The Fourth Moment Theorem for the Complex Multiple Wiener-Itô Integrals  
 
 
 
時  間
2015-12-04 下午 1:00~2:30  
 
 
 
地  點
鴻經館 107 室  
 
 
 
主 講 者
劉勇(北京大學)  
 
 
 
內  容
In this talk, we give a product formula of Hermite polynomials and show the relation between the real Wiener-Itô chaos and the complex Wiener-Itô chaos (or: multiple integrals), and then we extent the fourth moment theorem (or say: Nualart-Peccati criterion) to the complex multiple Wiener-Itô integrals. We also prove that the complex Hermite polynomials (or say: Hermite-Laguerre-Itô polynomials) are the eigenfunctions of complex Ornstein-Uhlenbeck operators. This talk is based on the following joint articles with Yong CHEN (陳勇).
[1] Chen, Y., Liu Y., On the eigenfunctions of the complex Ornstein-Uhlenbeck operators, Kyoto J. Math., Vol. 54(3), 577-596, (2014)
[2] Chen Y., Liu Y., On the fourth Moment Theorem for the Complex Multiple Wiener-Itô Integrals, Preprint (2015)
 
   
 
附  件
 
 
 
   
 
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107 上學期演講
106 下學期演講
106 上學期演講
105 下學期演講

 

 

 

 

 

 

       
 
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