Expansions and variance inequalities of Poisson functionals

 

Host Institution:

La Trobe University

Title of Seminar:

Expansions and variance inequalities of Poisson functionals

Speaker's Name:

Prof. Guenter Last

Speaker's Institution:

University of Karlsruhe

Time and Date:

Friday 11 September 2009 at 11:00 am

Seminar Abstract:

The Poisson process is a fundamental object of probability theory and is important for both theory and applications. It can be defined on

arbitrary measurable spaces. In the first part of the talk we discuss

some basic properties of this process. Then we proceed with an explicit

Fock space representation for Poisson processes in terms of iterated

difference operators.

 

Some interesting consequences of this representation are the Wiener-Ito

chaos expansion and variance inequalities for square integrable functions of the Poisson process. The talk is based on joint work with

Mathew Penrose (Bath).

Seminar Convenor:

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