- Prof. Elisaveta Pancheva – Institute of Mathematics and Informatics – Bulgarian Academy of Sciences
- FCUL (DEIO) – Campo Grande – Bloco C/6 Piso 4 – Sala 6.4.30 – 14h 30m
- Quinta-feira, 10 de Julho de 2008
Some of the interested “students” at the Seminar
MAX-SEMISTABILITY (slides)
Abstract:
1. Max-model; normalizing mappings.
In the classical limit theory for appropriately normalized sums of independent random variables we change the binary algebraic “sum” by the operation “maximum”. In certain sense the maximum is the worst algebraic operation. How does it change the classical structure of the limit probability laws (p.l`s)? The “new” max-model enriches Probability Theory with interesting non-classical phenomena. Several of them will be discussed in this talk.
2. Max-semistability; examples.
As an example that characterizes a limit class of p.l`s in the max-model we consider the class of max-semistable laws. The max-semistability of a p.l. G is strongly related to the semi-invariant group of G. We shall demonstrate this phenomenon on several sexmples.
3. Semi-selfsimilar extremal processes.
Extremal processes are stochastic processes with increasing right- continuous sample paths and independent max-increments. It is interesting to observe that the max-semistability property is a characteristic property of the univariate p.l`s of semi-selfsimilar extremal processes with stationary max-increments.