2022年度

Math-Fi seminar on 28 Feb.

2023.02.27 Mon up
  • 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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