报告题目:A Fine Control of the Small Increments of Linear Fractional Stable Sheets
报告时间:2024-06-30 09:00-10:00
报 告 人:彭启迪 副教授 (Claremont Graduate University)
报告地点:老外文楼概率统计系办公室
报告摘要: By using an improved version of the
first Borel-Cantelli'slemma, we obtain the best asymptotic lower and upper bounds of the sequence of
maximum absolute value of independent identically distributed strictly
alpha-stable variables. We then take advantage of these bounds to derive that
the exact order of linear fractional stable sheet's increments. In the above
two identification results, the moment controls of the almost sure bounds have
been derived. These results have improved the literature ones.