题目：Diffusion operators and matrix Dirichlet process

报告人: 李宋子 博士 (复旦大学, University of Toulouse III)

时间:  2015年10月20日下午4:00-5:00

地点: 管理科研楼 1518

摘要: In this talk, we will first give the description of all the
polynomial models on the simplex with Dirichlet distribution
and provide a new view of understanding the classical results of
Dirichlet measure, which comes from the Brownian motion on the sphere.
Then we will introduce the matrix Dirichlet process, whose invariant
measure is the matrix Dirichlet measure. Moreover, there are two
interpretations of matrix Dirichlet process, one is from the processes
on the unitary matrices in the polar decomposition of complex matrices,
and the other one comes from the projection on matrices from special
unitary group.

欢迎感兴趣的师生前来参加！