Mikhail Lifshits (St. Petersburg): “Energy saving approximation of random processes”; Vitali Wachtel (Augsburg):First-passage times over moving boundaries for random walks with non-identically distributed increments.
Rhein-Main-Kolloquium
Datum: 07.07.2017
Zeit: 15:15–17:45 Uhr
We consider a random walk $S_n$ with independent but not necessarily identical distributed increments. Assuming that increments satisfy the Lindeberg condition, we investigate the tail-behaviour of the time $T_g=\min\{n:x+S_n\leq g_n\}$ for a large class of boundaries $g_n$. We also prove limit theorems for $S_n$ conditioned on $T_x>n$.
Nummer
39
Referenten
- Mikhail Lifshits, (St. Petersburg)
- Vitali Wachtel, (Universität Augsburg)
Ort
- TU Darmstadt, S1|05 Raum 23 (Maschinenhaus)
- Darmstadt
Kooperationspartner
Goethe-Universität Frankfurt am Main, Johannes Gutenberg-Universität Mainz