演講公告
新聞標題: ( 2008-05-22 )
演講主題:Fractional and Multifractional Stochastic Processes
主講人:張麗萍教授(Department of Information Technology, Multimedia University)
演講日期:97年6月3日(星期二)<br>下午2:30-3:20
演講地點:(光復校區)科學一館223室
茶會時間:當天下午2:00於科學一館205室
摘要內容:
In this talk, we are going to discuss some fractional Gaussian processes such as fractional Brownian motion, fractional oscillator process, fractional Riesz-Bessel motion, generalized Cauchy class process and their multifractional counterparts. Sample path properties such as local regularity, asymptotic self-similarity, fractal dimension and long/short range dependence are considered. Some simulations of the sample paths of these random processes will be shown and possible applications will be discussed.
