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
|Date:||11 / 07 / 2014|
|Time:||03:35pm - 04:35pm|