Probability Seminar: Persistence Probabilities

Probability Seminar: Persistence Probabilities

Probability Seminar
Apr 24, 2013, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Amir Dembo, Stanford University
Persistence probabilities concern how likely it is that a stochastic process has a long excursion above fixed level and of what are the relevant scenarios for this behavior. Power law decay is expected in many cases of physical significance and the issue is to determine its power exponent parameter. I will survey recent progress in this direction (jointly with Sumit Mukherjee), dealing with...