Seminarium:
Teoria prawdopodobieństwa i modelowanie stochastyczne
Osoba referująca:
Alexander Marynych (Taras Shevchenko National University of Kyiv)
Data:
czwartek, 16. Styczeń 2020 - 12:15
Sala:
602
Opis:
In the talk I will prove several distributional limit theorems
for the length of the largest convex minorant of a one-dimensional random
walk. The proofs utilise a connection between convex minorants of random
walks and uniform random permutations, that goes back to Sparre Andersen,
Spitzer and Goldie, and which will also be discussed in details.