Tid: 27 maj 1999 kl 1315-1500 (OBS! Dagen och tiden)
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Hermann Thorisson (Þórisson) (email: email@example.com), Matematisk statistik, Islands Univeristet (University of Iceland)
Titel: Taboo Stationarity
In this talk we consider the taboo counterpart of stationarity. Stationarity is the characterizing property of any two-sided limit process obtained by shifting the time-origin of a one-sided process to the far future. Similarly, taboo stationarity is the characterizing property of any two-sided limit process obtained by shifting the origin of a one-sided process to the far future under taboo, that is, conditionally on the process not having entered a taboo region of its state space up to the new time-origin. This is for instance an appropriate model for a fish population in a lake which has been there a long time, will eventually become extinct, but is still non-extinct at the time of observation.
We present a basic but amazingly simple structural characterization of taboo stationary processes and then take a closer look at the structure in the regenerative case.
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