統計数学セミナー

過去の記録 ~04/13次回の予定今後の予定 04/14~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2021年11月17日(水)

15:30-17:00   数理科学研究科棟(駒場) 号室
Zoomでの開催となります。参加希望の方はGoogle Formより2日前までにご登録ください。
Jean Bertoin 氏 (Institut of Mathematics, University of Zurich (UZH))
On the local times of noise reinforced Bessel processes
[ 講演概要 ]
Asia-Pacific Seminar in Probability and Statistics (APSPS)
https://sites.google.com/view/apsps/home

Bessel processes form a one-parameter family of self-similar diffusion on $[0,\infty)$ with the same Hurst exponent 1/2 as Brownian motion. Loosely speaking, in this setting, linear noise reinforcement with reinforcement parameter $p$ consists of repeating (if $p>0$) or counterbalancing (if $p<0$)infinitesimal increments of the process, uniformly at random and at a fixed rate as time passes. In this talk, we will investigate the effect of noise reinforcement on the local time at level $0$, that is, informally, the time that the process spends at $0$. A connection with increasing self-similar Markov processes will play a key role.
[ 参考URL ]
https://docs.google.com/forms/d/e/1FAIpQLSeuK9AOw6QUqvUge9ukw__v04j5jpfogzrGxlPLpEgNhW09kg/viewform