Dipartimento di Scienze Statistiche

Giovedì 27 novembre si svolgeranno i seguenti seminari presso l'aula 24, Dipartimento Scienze Statistiche, Sapienza, ed. CU002, p.le A.Moro 5 (quarto piano) e online al link: https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09#success   Ore 14:30  Lorenzo Cristofaro (University of Luxembourg)  " A novel p-Poincaré inequality and a multiplication formula" We show a novel family of p-Poincaré inequalities for almost surely finite random variables (p ∈ [1, 2]). Regarding the case of multiple Wiener-Ito integrals, our results yield general multiplication formulae on the Poisson space under minimal conditions, naturally expressed in terms of diagrams and/or contraction operators.   Ore 15:15 Wolfgang Bock (Linnaeus University, Vaxjo, Sweden) "The characterization of Malliavin-Watababe-Sobolev spaces via the Bargmann-Segal Space"   Abstract: The characterization theorem and its corollaries set the foundation of the success of white noise analysis in the recent 30 years. On different occasions the fathers of the characterization J. Potthoff and L. Streit were asked by P. Malliavin and P.-A. Meyer if such a characterization is also possible for the Mallliavin-Watanabe Sobolev spaces.  In this talk we present how we closed this gap and give a characterization of the Mallliavin-Watanabe Sobolev spaces with the help of the Bargmann-Segal transform. The characterization can also be generalized to the non-Gaussian setting.  Examples will showcase the regularity of different objects.