COSAM » Events » 2017 » April » Stochastics Seminar

Stochastics Seminar
Time: Apr 20, 2017 (01:00 PM)
Location: Parker Hall 224


Speaker: Dr. Jerzy Szulga​

Title: Poisson chaos in Wiener's famous 1938 paper

Abstract: Using the intuition derived from Gibbs' statistical mechanics, Norbert Wiener introduced what we today call an ``abstract Poisson process'' or a ``Poisson random measure.'' In fact, his analytic approach was quite concrete, down-to-earth. The construction will be presented in the seminar. In a sense, the topic complements Olav's talk a month ago.

Last updated: 04/20/2017