- Date: 28 Feb. (Tue.)
- Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
- Time: 17:30-19:00
- Speaker: Kotaro Hata (Hokkaido University)
- Title: Uniform Weak Convergence to Additive Processes
- Abstract:
In 1929, Finetti introduced the concept of an infinitely divisible distribution. It’s been developed by many probabilists and now plays an important role in probability theory. In this talk, I will introduce the relationship between infinitely divisible distributions and additive processes and between infinitely divisible distributions and infinitesimal triangular arrays. After that, we will give a necessary and sufficient condition for a sequence of stochastic processes which is generated by an infinitesimal triangular array to weakly converge an additive process uniformly. In the end, I will give some propositions and examples as a special case of main results. This talk is based on a joint work with Hasebe Takahiro.
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