学术报告
Multiple Borel-Cantelli Lemma and Heavy Tailed Random Variables-刘思序(助理研究员)
报告题目:Multiple Borel-Cantelli Lemma and Heavy Tailed Random Variables
报告人:刘思序(助理研究员)
单位:北京雁栖湖应用数学研究院
摘要:The classical Borel-Cantelli Lemma gives condition for an infinitely many rare events to occur. A multiple Borel-Cantelli Lemma investigates how often we have a fixed number of such events occurring over a period of time. It describes multiple recurrence quantitatively of several mixing systems. Our resent work gives further applications of multiple Borel-Cantelli Lemma. We consider heavy tailed random variables obtained by sampling an observable with a power singularity along an orbit of an expanding map on the circle. In the regime where the observables have infinite variance, we show that the set of limit points of the rescacled ergodic sum process equals to the set of piecewise constant functions with finitely many jumps.
报告时间:2023年3月17日(周五)上午10:30-11:30
线下报告地点:校本部新教二楼827教室
联系人:王方