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Probability and Stochastic Processes Seminar

Speaker: Andrew Deas (UTK)

Title: Records: a point processes approach

Abstract: Given a time series X_1, X_2,...  of i.i.d non-negative random variables, we study its record process consisting of the record values together with random waiting times between the records. We model the record process as a point process in R_{+} \times N and completely characterize it using theory of point processes.

Tuesday, April 27 at 3:00pm to 4:00pm

Virtual Event
Event Type

Lectures & Presentations

Topic

Science

Audience

Current Students, Faculty & Staff

Department
Mathematics
Contact Name

Maximilian Pechmann

Contact Email

mpechmann@utk.edu

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