Tid: 14 oktober 2002 kl 1515-1700
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Henrik Hult, Matematisk statistik, KTH.
Titel: On multivariate regular variation for additive processes.
Sammanfattning: We will continue our discussion on multivariate regular variation from 16/9. We will present some results showing how multivariate regular variation of the tails of a stochastic process transfers to multivariate regular variation of some vectors of functionals acting on the process. The processes we study are additive, i.e. stochastically continuous with independent (not necessarily stationary) increments.