National Institute of the Republic of Serbia
ὅδε οἶκος, ὦ ἑταῖρε, μνημεῖον ἐστιν ζωῶν τῶν σοφῶν ἀνδρῶν, καὶ τῶν ἔργων αὐτῶν

STOCHASTICS WITH APPLICATIONS Seminar

PROGRAM

Registracija za učešće na seminaru je dostupna na sledećoj stranici:
https://miteam.mi.sanu.ac.rs/asset/wNBdwnywxpQb9RAEH
Ukoliko ste već registrovani predavanje možete pratiti na sledećem linku (nakon što se ulogujete):
https://miteam.mi.sanu.ac.rs/asset/cQQHaumdsFimvZXQB
Predavanja možete pratiti na daljinu preko stranice:
https://miteam.mi.sanu.ac.rs/call/cQQHaumdsFimvZXQB/5KxeeGJKug5sAYTkxxi-Dya7hOyXwzVIgcHdH8EQUkP

Plan rada seminara Stohastika sa primenama za MART 2024.

Četvrtak, 07.03.2024. u 11:00, Online
Jordan M. Stoyanov, Bulgarian Academy of Sciences and Shandong University
CHARACTERIZATIONS OF PROBABILITY DISTRIBUTIONS: A BUNCH OF OLD AND NEW RESULTS
It is a classical problem for any specific distribution, say F, to find a property which is valid only for F. This is a characterization problem with a characterizing property. Well-known are classical results for popular distributions such as normal, Poisson, exponential, gamma, etc. (Cramer, Raikov, Polya, Bernstein, Skitovich-Darmois). The work on such problems is going on and some new very recent results will be reported.
We can also ask whether or not a distribution is uniquely determined by its moments, assuming they are all finite. This is one of the fundamental questions in the classical moment problem (Chebyshev, Markov, Stieltjes). Besides well-known results (Cramer, Hausdorff, Carleman, Hardy, Krein, Lin, rate of growth of moments), some very recent results on M-(in)determinacy of distributions will be presented.
All results will be illustrated by specific continuous and/or discrete distributions by statements which sometime are (at least) a little surprising. In particular, we will exhibit explicit SDEswhose solutions have prescribed moments. Challenging open questions will be outlined.

Četvrtak, 21.03.2024. u 11:00, Online