Con preghiera di diffusione tra tutti i possibili interessati,
scusandomi per invii multipli.
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A v v i s o d i S e m i n a r i o
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Giovedì 16 Maggio, ore 11
Sala Rappresentanza, Dipartimento di Matematica, Universita' degli Studi di Milano
via C. Saldini 50, Milano
il Professor
CLAUDIO MACCI (Università di Roma Tor Vergata)
terrà un seminario dal titolo
Multivariate fractional (possibly compound) Poisson processes
ABSTRACT:
We present multivariate space-time fractional Poisson
processes by considering common random time-changes
of a finite-dimensional vector of independent classical
(nonfractional) Poisson processes. In some cases we also
consider compound processes.
We obtain some equations in terms of some suitable
fractional derivatives and fractional difference operators,
which provides the extension of known equations for the
univariate processes.
In particular we show that, for each fixed $t\geq 0$, the
conditional joint distribution of the components given
their sum is multinomial, as happens for the nonfractional
Poisson processes.
Thus we consider a suitable multivariate "alternative"
fractional Poisson process, and we study its asymptotic
behavior for large times (large and moderate deviations).
The results appear in two papers with Luisa Beghin.
Tutti gli interessati sono invitati a partecipare.
Saluti
Elena Villa
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Elena Villa
Dipartimento di Matematica,
Universita' degli Studi di Milano
via C.Saldini 50, 20133 Milano, Italy
Phone: +39 0250316132 - Fax: +39 0250316090
Web-page: http://users.mat.unimi.it/~villa