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Dear all,


There will be an Analysis and Probability seminar today at Mont 214 at 12:30 (Note the different location/time). Below are the details of the talk:


Speaker: Celine Lacaux (Avignon, France)


Title :   Simulation of Gaussian Operator-scaling random fields


Operator-scaling random fields satisfy an anisotropic self-similarity property, which extends the classical self-similarity property. Hence they generalize the fractional Brownian field, which is the most famous isotropic Gaussian self-similar random field. In this talk we focus on operator Gaussian random fields with stationary increments and with variograms defined as anisotropic deformations of the fractional Brownian field variogram. Stein has proposed a fast and exact method of simulation of fractional Brownian fields, which is based on a locally stationary periodic

representation and uses the fast Fourier transform. We adapt this method to get a fast and exact synthesis of the class of operator-scaling fields we consider.


 This talk is based on  a joint work with Hermine Biermé (Poitiers, France).



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Vasileios Chousionis

Assistant Professor

Department of Mathematics

University of Connecticut

http://www.math.uconn.edu/~chousionis/

<http://www.math.uconn.edu/%7Echousionis/>