Prof. Dr. Martin Schlather (Georg-August-Universität Göttingen): The Use of Positive Definite Functions in Spatial Statistics |
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| Startdatum/-zeit: | 28.04.2010 17:15 |
| Enddatum/-zeit: | 28.04.2010 |
Veranstalter: |
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| Adresse: | Fachbereich Mathematik/ Informatik,
Institut für Mathematik Prof. Dr. Matthias Reitzner Albrechtstr. 28a 49076 Osnabrück |
| Telefon: | 0541 - 969 - 2239 |
| Telefax: | 0541 - 969 - 2770 |
| E-Mail: | mreitzne@mathematik.uni-osnabrueck.de |
| Homepage: | http://www.mathematik.uni-osnabrueck.de/kolloquium.html |
Veranstaltungsort: |
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| Adresse: | Institut für Mathematik Institut für Mathematik, Geb. 69 / Raum 125 Albrechtstr. 28a, 49076 Osnabrück |
| Karte: | Bei Google Maps anzeigen |
| Beschreibung: | Positive definite functions appeared in the literature for the first time at the beginning of the 20th century in the context of integral equations (Hilbert, 1904; Mercer, 1906) and power series (Caratheodory, 1907). Also in stochastics, the class of positive definite funcions plays a crucial role, namely as the covariance function of time series and spatial processes of second order. In the talk, an introduction to positive definite functions will be given from the perspective of stochastics. Important properties and construction principles will be given. The talk will be illustrated by realisations of stochastic processes with a given covariance function. |
| Kategorie: | Mathematisches Kolloquium |
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