Stat Colloquium: Dr. Alexander Goldenshluger

Title: Statistical problems for Smoluchowski processes

Abstract: Suppose that particles are randomly distributed in Rd , and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region over time. In this talk we discuss probabilistic properties of the Smoluchowski processes and consider related statistical problems. In particular, we study various problems of nonparametric estimation of characteristics of the particle displacement process and develop estimators with provable accuracy guarantees.