报告题目：Cram\'{e}r-type moderate deviations for the white noise process with applications to Grenander estimator of monotone density
时 间：2026年06月09日（星期三）16：00
地 点：理工南楼621
主 办：数学与统计学院
参加对象：相关专业师生
报告摘要：In this talk, we study the asymptotic behavior of the isotonic estimator for a monotone drift function in the white noise process. Using asymptotic analysis of the location process together with a comparison technique, we establish pointwise Cram\'{e}r-type moderate deviation results for the isotonic estimator. Furthermore, by proving the β-mixing property of the location process, we also derive Cram\'{e}r-type moderate deviations for the L_1-distance between the true function and its isotonic estimator. Finally, our results can be extended to Grenander estimator of monotone density.
报告人简介：蒋辉，教授，博士生导师，南京航空航天大学数学学院。研究方向为随机过程与随机分析，概率极限理论与大偏差理论，数理统计等。