Taboo Stationarity
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Date: 04-20-2006
Start Time:
1:00pm
End Time: 7:30pm
Speaker: Hermann Thorisson, Science Institute, University of Iceland
Location: Mudd 303
Abstract
In
this talk we consider the taboo
counterpart of stationarity.
Stationarity is the characterizing
property of any two-sided limit
process obtained by shifting the
time-origin of a one-sided process
to the far future. Similarly, taboo
stationarity is the characterizing
property of any two-sided limit
process obtained by shifting the
origin of a one-sided process to the
far future "under taboo", that is,
conditionally on the process not
having entered a taboo region of its
state space up to the new
time-origin. This is, for instance,
an appropriate model for a fish
population that has lived a long
time in an isolated lake, will
eventually become extinct, but is
still non-extinct at the time of
observation. We present a basic but amazingly
simple structural characterization
of taboo stationary processes and
then take a closer look at the
structure in the regenerative case.
Reference
Thorisson, H. Coupling, Stationarity, and Regeneration. New York: Springer, 2000.
Bio
Dr. Hermann Thorisson is a professor at the Department of Mathematics at the Science Institute, University of Iceland. He received his Ph.D. from the Department of Mathematics from the University of Göteborg in 1981. He then worked at the University of Göteborg, at Chalmers University of Technology, and at Stanford University, before returning home to become a research professor at the Science Institute, University of Iceland. His research interests are in the areas of coupling, stationarity, regeneration, Markov chains, palm theory, ergodicity, and progressive rock. He is the author of a book entitled Coupling, Stationarity, and Regeneration.
For more
information, please visit his Web site.