PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker, Anna Mazzucato, Victor Nistor, Alexei Novikov.

Title:Limit distribution of return times to shrinking targets
Seminar:Probability and Financial Mathematics Seminar
Speaker:Xuan Zhang, PSU
We revisit the problem of finding limit exponential laws for return times to shrinking targets and study a more general problem of finding limit distribution for stopping times when partial sums of bounded positive functions exceed a threshold. We give a sufficient condition for the limit distribution of these stopping times to exist and discuss some examples.

Room Reservation Information

Room Number:MB106
Date:11 / 07 / 2014
Time:03:35pm - 04:35pm