Laboratoire de Mathématiques de Besançon - UMR 6623 CNRS
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Accueil > Agenda scientifique

2 mars 2020: 2 événements

  • Planning des séminaires 2019-2020

    Lundi 2 mars 09:30-10:30 - Emmanuel Caron - Université Lumière Lyon 2, Laboratoire ERIC EA 3083

    Séminaire PS : The regression models with dependent errors

    Résumé : We consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan (1973), who proved a Central Limit Theorem for the usual least squares estimator under general conditions on the design and on the error process. Whatever the design satisfying Hannan’s conditions, we define an estimator of the covariance matrix and we prove its consistency under very mild conditions. As an application, we show how to modify the usual tests on the linear model in this dependent context, in such a way that the type-I error rate remains asymptotically correct.
    Then, we present some results on the non-parametric regression model in the case where the error process is a Gaussian stationary sequence.

    Lieu : Salle 316B - 16 route de gray
    25030 Besançon cedex

    En savoir plus : Planning des séminaires 2019-2020
  • Planning des séminaires 2019-2020

    Lundi 2 mars 11:00-12:00 - Salem Samir - Institut de Mathématiques de Toulouse, Université Paul Sabatier

    Séminaire PS : Propagation of chaos for the Boltzmann equation with soft potentials

    Résumé : This talk deals with the derivation of the space homogeneous Boltzmann equation in dimension 3, from a Kac-like interacting particles system. The collision kernel is of the form $B(z,\cos(\theta))=|z|^\gamma b(\cos(\theta))$ with $\sin(\theta)b(\cos(\theta))\sim
    \theta^-1-\nu$ for $\gamma\in (-2,0)$ and $\nu\in(0,2)$ satisfying $\gamma+\nu>0$. The result is obtained by a compacity argument, and the convergence result is given without rate, as in the work by Fournier and Hauray concerning the Landau equation.

    Lieu : Salle 316B - 16 route de gray
    25030 Besançon cedex

    En savoir plus : Planning des séminaires 2019-2020