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Seminar
Department
of Systems Engineering and Engineering Management
The Chinese
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Title |
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Quickest Detection
Problems |
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Speaker |
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Prof. Albert Shiryayev |
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Steklov Mathematical Institute |
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Russian |
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Date |
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May 25th, 2007 (Friday) |
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Time |
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4:30 p.m. - 5:30 p.m. |
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Venue |
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Room 513 |
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William M.W. Mong Engineering Building |
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(Engineering Building Complex Phase 2) |
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CUHK |
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Abstract:
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We give a panorama of different formulations of the
probability-statistical problems of the quickest detection of the
spontaneously appearing effects (a disorder, a disruption, a
change point) in the observable stochastic processes. Along with the
"classical" results new recent results will be presented with
formulations of the open problems. |
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Biography:
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Professor Albert Shiryayev is
one of the most eminent probabilists of our time. A
student of A.N. Kolmogorov, he is the author of 11
books (all of them are classical texts in probability theory and
applications) and more than 170 scholarly papers. He is the receipient of many prestigious awards and honors,
including Markov Prize of |
************************* ALL ARE WELCOME ************************
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Host |
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Prof. Xun Yu Zhou |
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Tel |
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(852) 2609-8320 |
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Enquiries |
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Bolin Ding or Jeffrey Xu Yu |
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Department of Systems Engineering and Engineering
Management |
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CUHK |
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