Speaker:Su Zhonggen, Professor, School of Mathematical Sciences, Zhejiang University

Date:October 13, 2022

Time:19:00-20:00

Location:Tencent Meeting

Sponsor:Shandong University Institute for Financial Studies

Abstract:Isoperimetric inequalities, which appeared first in the Euclidean plane geometry, states that the circle has the minimum area among figures that have equal perimeters.Though simple, it was until 19th century that a rigorous proof was found by mathematicians. Today, isoperimetric inequalities are usually used to describe concentration of measure phenomena for various probability measures. In this talk I shall first briefly review the classic isoperimetric inequalities for uniform measure in high dimensional sphere following Levy's arguments, and then turn to the Gaussian measure in the Euclidean spaces, and finally focus on the Talagrand celebrated isoperimetric inequalities for sums of independent r.v.'s.

For more information, please visit:

http://mathfinance.sdu.edu.cn/info/1273/6602.htm