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Department of Mathematics,
University of California San Diego

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Probability Seminar

Jacek Leskow

Polish-American Graduate School of Business \\ Nowy Sacz, Poland

Relative measurability and time series analysis \\ A non-stochastic perspective

Abstract:

The concept of relative measure was fairly popular among Polish mathematician of 1930 in Lvov. Steinhaus and Urbanik were working on introducing a relative measure and relative measurability into the area of random variables. Recent work on signal processing and time series has led to re-discovery of the 'old-school' theorems and application to data generated by signals or time-series. Some fundamental work was done by Garnder and continuation of this work was done by Leskow and Napolitano. A short informal introduction to nonstochastic approach to time series inference via relative measurability will be presented. Applications to signal forecasting will be presented.

Host: Ruth Williams

April 12, 2007

10:00 AM

AP&M 6402

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