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必发bf88唯一官方、所2019年系列学术活动(第62场):美国奥本大学Ming Liao教授

发表于: 2019-05-17   点击: 

报告题目:Kolmogorov's three-series theorem on Lie groups

报 告 人:美国奥本大学Ming Liao教授

报告时间:20195188:30-9:30

报告地点:数学楼一楼第一报告厅

报告摘要:

Kolmogorov's Three-series Theorem provides a necessary and sufficient condition for the almost sure convergence of a series of iid random variables in terms of the convergence of three deterministic series. We extend this result to the convergence of the infinite product of iid random variables in a Lie group, and as an application, we study the convergence of infinite product of random matrices.

报告人简介:

Ming Liao is the Professor of Department of Mathematics and Statistics in Auburn University. He was awarded Ph.D in Stanford University, USA in 1985. His field of Research is Stochastic Processes Analysis, including stochastic processes in Lie groups and manifolds.