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 (Xt)t≥0 be
a regenerative process in Rd, d=1,2. We study the additive functional
∫0T R(Xs) ds,
where R : Rd → R is an integrable function. When (Xt)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.