(Math 402)
When
3 – 4 p.m., Nov. 13, 2024
Starting from a central limit theorem for ergodic Markov processes due to Bhattacharya (1982), a class of universal space-time Gaussian random fields (UGRFs) on a separable Hilbert space is to be investigated. This is largely an exploratory talk in which a number of interesting questions and observations are motivated by companion questions and examples arising in other Gaussian random field theories, such as in quantum field theory and/or Malliavin calculus, about which the speaker has a very meagre background. In particular, this research is curiosity driven with the goal of learning more about UGRFs from scratch, as well as about these latter areas from the perspective of UGRFs.