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*Mercoledì 21 Febbraio 2018, 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 *Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets*
ABSTRACT: In this article, we consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study the asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti.
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Saluti Elena Villa