統計数学セミナー

過去の記録 ~04/16次回の予定今後の予定 04/17~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2007年12月19日(水)

16:20-17:30   数理科学研究科棟(駒場) 122号室
永井 圭二 氏 (横浜国立大学)
Sequential Tests for Criticality of Branching Processes.
[ 講演概要 ]
We consider sequential testing procedures for detection of
criticality of Galton-Watson branching process with or without
immigration. We develop a t-test from fixed accuracy estimation
theory and a sequential probability ratio test (SPRT). We provide
local asymptotic normality (LAN) of the t-test and some asymptotic
optimality of the SPRT. We consider a general framework of
diffusion approximations from discrete-time processes and develop
sequential tests for one-dimensional diffusion processes to
investigate the operating characteristics of sequential tests
of the discrete-time processes. Especially the Bessel process with
constant drift plays a important role for the sequential test
of criticality of branching process with immigration.

(Joint work with K. Hitomi (Kyoto Institute of Technology)
and Y. Nishiyama (Kyoto Univ.))
[ 参考URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/13.html