AVVISO di SEMINARIO
Dipartimento di Matematica e Applicazioni “R. Caccioppoli”
Università degli Studi di Napoli Federico II
Il giorno 20 giugno 2024, alle ore 11:30, in aula F del Dipartimento di Matematica e Applicazioni R. Caccioppoli, la Prof.ssa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), terrà il seguente seminario:
“Entropy and alternative entropy functionals of fractional Gaussian noise”
Abstract: We introduce the notion of Shannon entropy in application to fractional Gaussian noise and present its properties with respect to Hurst index. Alternative entropy functionals are constructed and studied. The prediction problem for fractional Gaussian noise is considered.
Microsoft Teams link:
https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOGb...
I Proponenti
Luigia Caputo, Enrica Pirozzi e Roberta Schiattarella