日本大阪大学Yuichi Shiozawa教授学术报告

科研楼18号楼1102

发布者:韩伟发布时间:2024-03-04浏览次数:10

报告题目Berry-Esseen bound for the Brownian motions on hyperbolic spaces

时      间:20240307日(星期15:00

      点:科研楼18号楼1102

      办:数学与统计学院

参加对象感兴趣的老师和学生


报告摘要:We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space.We also show that this result is sharp if the dimension of the hyperbolic space is two or general odd. Our approach is based on the repetitive use of the Millson formula and  the integration by parts formula.


报告人简介:My research area is probability theory. In particular, I am working on the sample path analysis for symmetric Markov processes generated by Dirichlet forms. Dirichlet form is defined as a closed Markovian bilinear form on the space of square integrable functions. The theory of Dirichlet forms plays important roles in order to construct and analyze symmetric Markov processes.I am interested in the relation between the analytic information on Dirichlet forms and the sample path properties of symmetric Markov processes. I am also interested in the global properties of branching Markov processes, which are a mathematical model for the population growth of particles by branching.