EVENT: STATISTICS SEMINAR
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STATISTICS SEMINAR : First Passage Times for Random Walks and Levy Processes |
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Title: First Passage Times for Random Walks and Levy Processes
Abstract: The behaviour of the tail of the distribution of the first passage time over a fixed level has been known for many years, but until recently little was known about the behaviour of the probability mass function or density function. In this talk we describe recent results of Vatutin and Wachtel, Doney, and Doney and Rivero which give such information whenever the random walk or Levy process is asymptotically stable.
Speaker(s) |
Professor Ron Doney, University of Manchester
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Location |
Blakers Lecture Theatre
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Contact |
Tony Pakes
<[email protected]>
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Start |
Mon, 20 Feb 2012 14:00
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End |
Mon, 20 Feb 2012 16:00
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Submitted by |
Susan <[email protected]>
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Last Updated |
Thu, 16 Feb 2012 08:32
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