Apr 2026-Mar 2027

Math-Fi seminar on 3 Sep.

2026.09.03 Thu up
  • Date: 3 Sep. (Thu.)
  • Place: West Wing, 6th floor, Colloquium Room and on the Web (zoom)
  • Time: 16:50-18:20
  • Speaker: Jorge Gonzalez  (IIMAS – UNAM) 
  • Title: Convex minorants and the fluctuation theory of Lévy processes
  • Abstract:
We will introduce Lévy processes and establish the stick-breaking representation of its convex minorant using elementary symmetries and some convex geometry. Using this representation, we will derive many celebrated results in fluctuation theory and comment on its uses. In particular, we will not mention or use the Lévy-Khintchine formula, the Lévy-Itô decomposition, excursion theory, potential theory, or any of Skorokhod’s topologies. 

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