Городской семинар по теории вероятностей и математической статистике
«Local limit theorem for Kempermann's oscillating random walk»
В. И. Вахтель
2 октября в 18:00
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The model of oscillating random walks introduced by Kempermann is one of the simplest example of a Markov chain with discontinuous statistics. Local limit theorem for such processes are a rather challenging task. In the talk I will discuss the local limit theorem for Kempermann's walk converging to a skew Brownian motion.
«Local limit theorem for Kempermann's oscillating random walk»
В. И. Вахтель
2 октября в 18:00
Zoom only
The model of oscillating random walks introduced by Kempermann is one of the simplest example of a Markov chain with discontinuous statistics. Local limit theorem for such processes are a rather challenging task. In the talk I will discuss the local limit theorem for Kempermann's walk converging to a skew Brownian motion.