Seminarium:
Teoria prawdopodobieństwa i modelowanie stochastyczne
Osoba referująca:
Wojciech Cygan (TU Dresden / Uni. Wrocław)
Data:
czwartek, 3. Grudzień 2020 - 12:15
Sala:
zoom (kontakt: michal.krawiec@math.uni.wroc.pl)
Opis:
The talk concerns the limit behavior of the volume of a stable
sausage defined via a $d$-dimensional rotationally invariant
$\alpha$-stable process.
I will present a functional central limit theorem (in the case when $d/\alpha>3 /2$)
with a standard one-dimensional Brownian motion in the limit and
Khintchine's and Chung’s laws of the iterated logarithm (in the case when
$d/\alpha>9 /5$).
This is a joint work with N. Sandrić and S. Šebek (Uni. Zagreb).