Date
Mon, 30 Nov 2015
Time
15:00 - 16:00
Location
Oxford-Man Institute
Speaker
DALIA TERHESIU
Organisation
University of Exeter

Abstract: First order asymptotic of scalar renewal sequences with infinite mean characterized by regular variation has been classified in the 60's (Garsia and Lamperti). In the recent years, the question of higher order asymptotic for renewal sequences with infinite mean was motivated by obtaining 'mixing rates' for dynamical systems with infinite measure. In this talk I will present the recent results we have obtained on higher order asymptotic for renewal sequences with infinite mean and their consequences for error rates in certain limit theorems (such as arcsine law for null recurrent Markov processes).

Please contact us with feedback and comments about this page. Last updated on 03 Apr 2022 01:32.