Vous êtes ici: UNIL > HEC Inst. > HEC App. > DSA > Séminaires DSA > Brownbag
Français | English

Séminaires DSA

Discretization error for the maximum of a Gaussian field

Jean-Marc Azaïs (Université de Toulouse, France)

4 avril 2017  -  14:00-15:00, salle Extranef 109

A Gaussian field $X$ defined on a square $T$ of $\R^2$ is considered. We assume that this field is only observed at some points of a regular grid with spacing $\frac{1}{n}$. We are interested in the discretization error $M - M_n$, with $M$ the global maximum of $X$ over $T$ and $M_n$ the maximum of $X$ over the observation grid. Using a model inspired by Slepian models, an asymptotic equivalent of the discretization error is given and thus an asymptotic bound for this error.

Liste des prochaines séances

26 octobre 2017 Means Testing Public Pensions under Population Ageing
George Kudrna (CEPAR, UNSW Sydney, Australia)
15:00-16:00, salle Extranef 125

click here [↓] to go to the attached pdf

Plus d'information
27 octobre 2017 About new approximations of the Value at Risk, Expected Shortfall and the distribution of bivariate aggregate claims
Robert Mnatsakanov (West Virginia University, Morgantown, USA)
14:00-15:00, salle Extranef 118

click here [↓] to go to the attached pdf

Plus d'information
17 novembre 2017 The value of a liability cash flow in discrete time subject to capital requirements
Filip Lindskog (Stockholm University, Sweden)
14:00-15:00, salle Internef 121

click here [↓] to go to the attached pdf

Plus d'information
16 janvier 2018 Georgiy Shevchenko (Taras Shevchenko National University of Kyiv, Ukraine)
14:00-15:00, salle Extranef 109

click here [↓] to go to the attached pdf
16 janvier 2018 Yuliya Mishura (Taras Shevchenko National University of Kyiv, Ukraine)
15:00-16:00, salle Extranef 109

click here [↓] to go to the attached pdf
>> Liste des séances précédentes
Rechercher:
 
 

Ajouter au calendrier

Affichez toutes les sessions dans votre calendrier! Ajoutez notre ICS webcal à votre agenda.

  Ajouter à mon agenda

 

Internef - CH-1015 Lausanne - Suisse - Tél. (+41) 21 692.33.82 - Fax (+41) 21 692.34.35