From sample probabilities to random processes: Life as a (somewhat frustrated) measure non-theorist
Pouya Dehghani Tafti, BIG
Pouya Dehghani Tafti, BIG
Seminar • 25 October 2010 • BM 4.233
AbstractWe shall summarily discuss ways to relate finite-dimensional probability distributions to probability measures on function spaces (i.e. the stochastic law of random processes) and overview some of the shortcomings of the theory of measure and topology in this context. We shall offer no immediate remedy for these shortcomings. Cookies will be available to alleviate your suffering.