Il giorno mercoledì 7 novembre alle ore 17 nell'aula al VII piano del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5
il prof. Claudio Macci del Dipartimento di Matematica dell'Università di Roma Tor Vergata terrà un seminario dal titolo
Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets
Abstract:
We consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study t he 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
Il giorno mercoledì 7 novembre alle ore 14 nell'aula Seminario II del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5
il prof. Claudio Macci del Dipartimento di Matematica dell'Università di Roma Tor Vergata terrà un seminario dal titolo
Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets
Abstract:
We consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study t he 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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Massimo Campanino