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UID:7363@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20180309T110000
DTEND;TZID=Europe/Paris:20180309T120000
DTSTAMP:20241120T203927Z
URL:https://www.i2m.univ-amu.fr/evenements/new-results-on-squared-bessel-p
 article-systems-and-wishart-processes-piotr-graczyk/
SUMMARY:Piotr Graczyk (LAREMA\, Université d'Angers): New results on Squar
 ed Bessel particle systems and Wishart processes - Piotr Graczyk
DESCRIPTION:Piotr Graczyk: We study the existence\, uniqueness\, collisions
  and other properties of Squared Bessel particle systems in full generalit
 y\, i.e. admitting that they take also negative values. We extend the resu
 lts obtained by Going-Jaeschke and Yor in 1-dimensional case. Squared Bess
 el particle systems may be interpreted as eigenvalues of Wishart processes
 . We determine the parameter set of Wishart processes\, i.e. the stochasti
 c Gindikin set and deduce the first characterization of analytical non-cen
 tral Gindikin set. Our techniques use elementary symmetric polynomials and
 \, for Wishart processes\, the theory of affine stochastic processes. (joi
 nt work with J. Malecki and E. Mayerhofer)\n
ATTACH;FMTTYPE=image/jpeg:https://www.i2m.univ-amu.fr/wp-content/uploads/2
 020/01/Piotr_Graczyk.jpg
CATEGORIES:Séminaire,Probabilités
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DTSTART:20171029T020000
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