Lunedì 30 marzo 2015 alle ore 14:30, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano), Alessandra Cipriani (WIAS Berlin) terrà un seminario dal titolo "Rates of convergence for extremes of geometric random variables and marked point processes" Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% Abstract: We study the problem of extremes for univariate and bivariate geometric laws. We determine the rate of convergence of the maximum of \iid geometric random variables and bivariate vectors following the Marshall-Olkin geometric distribution to a Gumbel distribution, and propose a new discretised version as limit. We introduce marked point processes of exceedances (MPPE's) whose \iid marks are bivariate Marshall-Olkin geometric variables. We use the Stein-Chen method for Poisson process approximation to determine bounds on the error of the approximation of the law of the MPPE by that of a Poisson process. (jww Anne Feidt) %%%%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________