Statistical problems for Smoluchowski processes
- Series
- Stochastics Seminar
- Time
- Tuesday, March 25, 2025 - 15:30 for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Alexander Goldenshluger – University of Haifa – goldensh@stat.haifa.ac.il
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. The goal is to infer on particle displacement process from such count data. We discuss probabilistic properties of the Smoluchowski processes and consider related statistical problems for two different models of the particle displacement process: the undeviated uniform motion (when a particle moves with random constant velocity along a straight line) and the Brownian motion displacement. In these settings we develop estimators with provable accuracy guarantees.