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홈 > 학술정보 >학술행사 > 세미나
KAIST 수리과학과 세미나

Title
[확률론] Boostrap Random Walk
Speaker
Andrea Collevecchio   (Monash University (Australia) )
Date
2017-03-07 16:00:00
Host
KAIST
Place
산업경영동(E-2) 3층 세미나실(3221호)
Abstract
Consider a simple symmetric random walk S and another random walk S′ whose kth increments are the k-fold product of the first k increments of S. The random walks S and S′ are strongly dependent. Still the 2-dimensional walk (S,S′) properly rescaled, converges to a two dimensional Brownian motion. The goal of this talk is to present the proof of this fact, and its generalizations. Based on joint works with K. Hamza and S. Meng.
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