活动时间:2025-02-24 10:00
活动地点:二号学院楼2432
主讲人:蒋辉
主讲人中文简介:
蒋辉,南京航空航天大学数学学院教授,博士生导师,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。在Bernoulli、SPA等概率统计主流期刊发表数十篇学术论文。主持国家自然科学基金面上,青年以及天元项目,江苏省自然科学基金面上项目,中国博士后面上以及特别资助项目等。
活动内容摘要:
In this talk, we consider the asymptotic behaviors of the nonparameter estimation for a monotone drift function in the white noise model. Via the asymptotic analysis for the location process and comparison method, we establish the pointwise Cram\'{e}r-type moderate deviations. Then, by establishing the $\beta$-mixing property of the location process, Cram\'{e}r-type moderate deviations under the $L_1$-distance between the true function and its nonparameter estimation are also studied.
主持人:闫理坦