Sergei Zuyev (University of Strathclyde, Glasgow, Royaume Uni)

Measures everywhere!

vendredi 18 janvier 2008, 11h00 - 12h00

Salle de réunion, espace Turing

Branches of science using measures are abound: length, volume, mass, electric charge, probability, point processes are all examples of measures.
Looking at the set of measures as a convex cone in a Banach space we derive specific first and second order necessary conditions for extrema of
functionals of measures. We discuss applications in numeric approximation,
probability, statistics and optimal experimental design. The obtained explicit
formula for the gradient allows us to develop new steepest descent algorithms efficiency of which will be shown on numeric examples.