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Universität Augsburg
Institut für Mathematik

 Logo der Mathematisch-Naturwissenschaftlich-Technischen Fakultät der Universität Augsburg

 

Oberseminar Stochastik

 

Professor Ronald Doney
The University of Manchester, Manchester, U.K.
 
spricht am
 
Mittwoch, 9. Mai 2018
 
um
 
15:45 Uhr
 
im
 
Raum 2004 (L1)
 
über das Thema:
 

»The strong renewal theorem«

Abstract:
The strong renewal theorem (SRT) is the statement that the renewal measure of a random walk which is in the domain of attraction of a stable law with alpha less than 1 has the local behaviour at infinity which corresponds to known results about the renewal function. More than 50 years ago this result was established for alpha greater than 1/2, but it was known that it doesn't hold in all cases when alpha is less than or equal to 1/2. In this talk I will present a NASC for the SRT to hold when alpha is less than or equal to 1/2.

 

Hierzu ergeht herzliche Einladung.
Prof. Dr. Vitali Wachtel

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