Operator Algebras Seminar

Fri., Nov. 6, 2015 11:00 a.m.

Location: CK 185

Speaker: Brian Ketelboeter
Title: Commutative and non-commutative Levy processes I: the commutative case
Abstract:
In the first of this multi-part learning seminar, we will explore some of the defining analytic properties of commutative Levy processes with a focus on the relationship between the induced measure, characteristic function, the process its self and the respective generating triplet. The talk will culminate with a discussion on the famed Levy-Khintchin theorem on infinitely divisible measures.

We will discuss the main machinery used in the proof and some of the consequences of the theorem.

As this is a learning seminar, the only back ground required is basic probability theory and some function theory. If you have an interest in the subject or a desire to learn about a fascinating topic, feel free to join our seminar.

One final note: our background in mainly analysis and the focus of this seminar is on the analytic and not the probabilistic properties of Levy processes. Anyone with a probabilistic background is invited to share their knowledge with us.