AVVISO di SEMINARIO

Prof. CLAUDIO MACCI Dipartimento di Matematica, UNIVERSITÀ Tor Vergata, ROMA

TITLE Non-central moderate deviations for compound fractional Poisson processes

Abstract The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. We talk about non-central moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper we study non-central moderate deviations for compound fractional Poisson processes with light-tailed jumps. Joint work with Luisa Beghin.

Il seminario si terrà il giorno 12 LUGLIO 2023 ore 16:00 nella Aula E del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOGb...