AVVISO di SEMINARIO

Il giorno 19 Aprile 2018 ore 14:30 nella Aula E del terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli,

il Prof. Claudio Macci

del Dipartimento di Matematica, 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 the 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.

Tutti gli interessati sono invitati a partecipare.