event
Thursday 08 Jun 2023: Limit Theorems with Clustering
Mike Todd - University of St Andrews
Streatham Court Lecture Theatre A 14:30-15:30
We are interested in weak invariance principles for random walks coming from dynamical systems. These can be represented by paths in Euclidean space: in the classical case we see convergence to Brownian motion. In our case there are two differences: i) large values of our variables cause jumps, so we are in the realm of Lévy processes ii) clustering of large values means that we have to enrich our Lévy processes and our path space. I’ll introduce these ideas through elementary examples. This is joint work with A.C. Freitas and J.M. Freitas.
