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Seminar on Probability and Statistics
Seminar information archive ～04/04｜Next seminar｜Future seminars 04/05～
| Organizer(s) | Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike |
|---|
2021/11/17
15:30-17:00 Room # (Graduate School of Math. Sci. Bldg.)
Jean Bertoin (Institut of Mathematics, University of Zurich (UZH))
On the local times of noise reinforced Bessel processes
https://docs.google.com/forms/d/e/1FAIpQLSeuK9AOw6QUqvUge9ukw__v04j5jpfogzrGxlPLpEgNhW09kg/viewform
Jean Bertoin (Institut of Mathematics, University of Zurich (UZH))
On the local times of noise reinforced Bessel processes
[ Abstract ]
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,∞) 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.
[ Reference URL ]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,∞) 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.
https://docs.google.com/forms/d/e/1FAIpQLSeuK9AOw6QUqvUge9ukw__v04j5jpfogzrGxlPLpEgNhW09kg/viewform
