Dear Colleagues,

We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi:

Kallianpur-Robbins laws for Processes with regenerative increments and applications

by Sotirios Kotitsas (Warwick University)

The seminar will take on TUE, 02.07.2024 at 14:00 CEST in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below.

The organizers,
A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco
https://sites.google.com/unipi.it/spass

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Let (X_t)_t≥0 be a regenerative process in R^d, d=1,2. We study the additive functional
∫₀^T R(X_s) ds,
where R : R^d → R is an integrable function. When (X_t)_t≥0 is a Brownian motion, the limiting distribution of this additive functional, when appropriately normalized, is given by the Kallianpur-Robbins theorem. Under minor assumptions, we extend this theorem to the case of the regenerative processes. We then present some applications to Random walks in a random environment and to SPDEs.