Bojan Basrak: A limit theorem for renewal processes

V četrtek, 2. aprila 2015, ob 14:30 bo v predavalnici 3.06 Fakultete za matematiko in fiziko Univerze v Ljubljani na Jadranski ulici 21 v Ljubljani potekalo predavanje prof. dr. Bojana Basraka (Univerza v Zagrebu) z naslovom A limit theorem for renewal processes.

 

Povzetek predavanja: We consider a renewal process with regularly varying stationary and weakly dependent steps, and prove that the steps made before a given time, satisfy an interesting invariance principle. Namely, together with the age of the renewal process at that time, they converge after scaling to the process introduced in a series of remarkable papers by Perman, Pitman and Yor in 1990's. We further discuss how our result extends the classical Dynkin-Lamperti theorem.