*Tid:* **27 oktober 2008 kl 15.15 **.
*Plats :* **Seminarierummet 3733**, Institutionen för
matematik, KTH, Lindstedts väg 25, plan 7. Karta!
*Föredragshållare:*
**
Professor Gennady Samorodnitsky, Cornell University
**
**Titel:**
Inverse problems for regular variation, linear filters, functional
equations and a cancellation property for sigma-finite measures
**Sammanfattning:**
We consider certain σ-finite measures which can be interpreted as
the output of a linear filter. We assume that these measures have
regularly tails and study whether the input to the linear filter must
have regularly tails as well. This turns out to be related to the
presence of a particular cancellation property in sigma-finite
measures, which, in turn, is related to the uniqueness of the
solution of certain functional equations. The techniques we develop
are applied to weighted sums of iid random variables, to products of
independent random variables, and to stochastic integrals with
respect to Lévy motions.
Till seminarielistan
To the list of
seminars |