Title:On the favorite points of symmetric Lévy processes
Speaker:杨小椽 (新加坡国立大学)
Time:2019年4月23日 下午 16:30-17:30
Room:东区管理科研楼 0029cc金沙贵宾会1208室
Abstract:The local time is a random field indexed by time and space, arising as the density of the occupation measure of a stochastic process. At fixed $t$, the local time as a spatial process atteins its maximum at certain points, called favorite points till time $t$. In this talk, I will discuss the asymptotic behavior of the favorite points of certain symmetric Levy processes. The fundamental tool is the generalized Ray-Knight theorem proved by Eisenbaum-Marcus-Rosen-Shi in 2000. Based on a joint work with Bo Li (Wuhan) and Yimin Xiao (East Lansing).
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