Заседание: Объединенный семинар «Вероятность и математическая статистика»
1839-е заседание.
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Prof. Takis Konstantopoulos (Uppsala University, Sweden)
Compositions of empirical distribution functions and Bernstein operators.
We present a stochastic approach, based on compositions of empirical distribution functions, to proving theorems regarding convergence and rates of convergence of iterates of Bernstein operators. This completes the classical theorem of Bernstein for polynomial approximations to continuous functions by relating it to the Wright-Fisher Markov chain and its corresponding diffusion limit.
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Prof. Sergei Zuyev (Chalmers University of Technology and University of Gothenburg, Sweden)
Selfdecomposable point processes
Selfdecomposable point processes constitute the class of point processes arising as a limit of superpositions of independent point processes. They are a subclass of infinitely divisible processes (the limits in uniform asymptotic negligible array schemes) and contain stable processes (the limits of superposition of iid point processes). We characterise selfdecomposable processes for the most general scheme involving independent branching operation on points, in particular, thinning.
Источник: Объединенный семинар «Вероятность и математическая статистика»