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Probability Seminar

Title: Maximal inequalities and Levy-Khinchine representation, part 2.

Speaker: Jan Rosinski (UTK)

Abstract:  The Levy-Khinchine representation is fundamental in theory and applications of infinitely divisible distributions and Levy processes. There are two approaches to prove the representation, analytic and probabilistic. While the representation itself is transparent, the proofs are usually cumbersome. We give another proof based on maximal inequalities. 

Tuesday, November 29 at 4:05pm to 5:05pm

Ayres Hall, 111
1403 Circle Drive, Knoxville, TN 37996

Event Type

Lectures & Presentations

Topic

Science

Audience

Current Students, Faculty & Staff

Department
Mathematics
Contact Name

Xia Chen

Contact Email

xchen3@tennessee.edu

Contact Phone

(865) 974-4284

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