Moment sequences from Stieltjes to Hausdorff and beyond
Event details
| Date | 19.11.2019 |
| Hour | 16:30 |
| Speaker | Prof. Christian Berg, University of Copenhagen |
| Location | |
| Category | Conferences - Seminars |
Abstract. This is a lecture in honour of Srishti Dhar Chatterji (1935 - 2017). S.D. Chatterji took part in the editing of the Collected Works of Felix Hausdorff, in particular volume IV: Analysis, Algebra und Zahlentheorie, 2001. This volume contains three papers of Hausdorff about moment sequences of (positive or complex) measures on the unit interval, now called Hausdorff moment sequences, for which S.D. Chatterji gives illuminating commentaries about the content: he describes it using modern terminology and discusses its importance for later developments.
For a number of years, my own research has been close to moment sequences and the corresponding orthogonal polynomials. I will present some of the basic concepts in this area, which is a mixture of probability theory and classical real and complex analysis---all subjects close to the heart of S.D. Chatterji. Overview of the talk:
4. Hilbert meets Fibonacci.
After the lecture, there will be a cermony at 18:00 in the EPFL Library (Rolex Learning Center), where a plaque in honour of S.D. Chatterji will be unveiled.
For a number of years, my own research has been close to moment sequences and the corresponding orthogonal polynomials. I will present some of the basic concepts in this area, which is a mixture of probability theory and classical real and complex analysis---all subjects close to the heart of S.D. Chatterji. Overview of the talk:
- Introduction to moment sequences: Stieltjes moment sequences, Hamburger moment sequences and Hausdorff moment sequences.
- A "product transformation'' from Hausdorff moment sequences to Stieltjes moment sequences inspired by financial mathematics.
4. Hilbert meets Fibonacci.
After the lecture, there will be a cermony at 18:00 in the EPFL Library (Rolex Learning Center), where a plaque in honour of S.D. Chatterji will be unveiled.
Practical information
- Informed public
- Free
Organizer
- R. Dalang, EPFL-FSB-Math, Chaire de probabilités; J. Junod, EPFL-Bibliothèque.
Contact
- R. Dalang, [email protected]