[Probabilidad-Estadistica-Seminario] Seminario de Probabilidad y Estadística

[seminarios en cmat.edu.uy]

Seminario de Probabilidad y Estadística
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Título: "The Slow Bond Random Walk and the Snapping Out Brownian Motion."

Expositor: Tertuliano Franco (Universidade Federal da Bahia, Brasil)

Resumen:
 
We consider a continuous time symmetric random walk on the integers,   whose
rates are equal to 1/2 for all bonds, except for the bond   of vertices {−1, 0},
which associated rate is given by \alpha n^{-\beta}/2 , where \alpha and \beta
are parameters of the model. We prove here a functional central   limit theorem
for the random walk with a slow bond: if \beta<1, then it con  verges to the
usual Brownian motion. If \beta>1, then it converges to the   reflected Brownian
motion. And at the critical value \beta = 1, it converges to the   snapping out
Brownian motion (SNOB) of parameter k = 2 \alpha, which is a Brow  nian type-
process recently constructed by Lejay (2016). We also provide Berry-Esseen
estimates in the dual bounded Lipschitz metric for the weak convergence of
one-dimensional distributions, which we believe to be sharp.   Talk based on a
joint work with D. Erhard and D. Silva.
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Viernes 10/9 a las 10:30, zoom

Contacto: Alejandro Cholaquidis - acholaquidis en hotmail.com
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Canal de youtube:

https://www.youtube.com/channel/UCOPZEOrLSAYPz2qCAL-KqMg/about

Twitter

https://twitter.com/PyEUdelar

Link de zoom para la charla

https://salavirtual-
udelar.zoom.us/j/89466045708?pwd=SENUTDQ3KzZNTWN2U3JScUZIdDZTQT09

ID de reunión: 894 6604 5708 Código de acceso: probable-1

Cronograma 2021:

https://pye.cmat.edu.uy/seminarios/cronograma-seminario
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