| DATE: | Tuesday, December 12, 2006 |
| TIME: | 1:15-2:15 PM |
| PLACE: | LN 2205 |
| SPEAKER: | Parthanil Roy, Cornell University |
| TITLE: | Ergodic Theory, Abelian Groups and Extremes of Stable Random Fields |
This talk will focus on the extreme values of stationary symmetric \alpha-stable random fields over hypercubes of increasing size. We will discuss how the asymptotic behavior of these extremes can be connected to certain ergodic theoretical and group theoretical properties of the integral representation of the random field. This connection helps us to draw conclusions about long range dependence of such processes. (This is a joint work with Gennady Samorodnitsky.)