報告題目：Kolmogorov's three-series theorem on Lie groups
報 告 人：美國奧本大學Ming Liao教授
報告時間：2019年5月18日8:30-9:30
報告地點：數學樓一樓第一報告廳
報告摘要：
Kolmogorov's Three-series Theorem provides a necessary and sufficient condition for the almost sure convergence of a series of iid random variables in terms of the convergence of three deterministic series. We extend this result to the convergence of the infinite product of iid random variables in a Lie group, and as an application, we study the convergence of infinite product of random matrices.
報告人簡介：
Ming Liao is the Professor of Department of Mathematics and Statistics in Auburn University. He was awarded Ph.D in Stanford University, USA in 1985. His field of Research is Stochastic Processes Analysis, including stochastic processes in Lie groups and manifolds.
