Boostrap Random Walk

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Title
Boostrap Random Walk
Speaker
Andrea Colleveccio, Monash University
Date & Time
Tuesday, April 18, 2017 - 14:00 to 15:00
Location
Room 264, Geography Building, 3663 Zhongshan Road North, Shanghai
Consider the increments {ξk}k of a simple symmetric random walk X. Denote by ηn = ξ1⋯ξand consider the random walk Y having increments {ηk}k. The random walks X and Y are strongly dependent. Still the 2-dimensional walk (X,Y), properly rescaled, converges to a two dimensional Brownian motion. The goal of this talk is to present the proof of this fact and discuss its generalizations.
 
Biography
 
Professor Collevecchio is a Senior Lecturer at Monash University, Australia. He received his PhD from the Purdue University, after which he has been a post-doc at the University of Chieti and at the Max Planck Institute in Lepzig, and Assistant Professor at the University of Venice. His research areas include interacting processes, large deviations, random graphs, and study of mixing times for markov chains.
 
 
Location & Details

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