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Tuesday, 15.10.2019, 15:00 (WIAS-405-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Alexandra Suvorikova, Universität Potsdam:
Shape-based domain adaptation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Host
WIAS Berlin
Wednesday, 16.10.2019, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. Alexey Onatskiy, Cambridge University:
Cointegration the modern way
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 16.10.2019, 11:30 (WIAS-406)
Seminar Interacting Random Systems
Dr. Christian Mönch, Johannes-Gutenberg-Universität:
Universality of persistence exponents for self-similar processes with stationary increments
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
n 1999, G. Molchan showed that for a centered fractional Brownian motion X on the real line Prob[X(t) <1, 1 <t<T]=TH-1+o(1), where H is the index of self-similarity of X. Furthermore, he showed that the same tail exponent occurs for sevaral other path functionals of X and conjectured that it also governs the tail of Prob[L(t)<1, 1<t<T], where L is the local time at 0 of X, but was only able to prove a lower bound. In this talk, I present an entirely novel approach to persistence problems for self-similar processes with stationary increments based on Palm theory. The technique is not limited to Gaussian processes, allows us to resolve Molchan's conjecture for ANY H-self-similar process with stationary increments that admits a sufficiently smooth local time and provides a better error estimate even for the known lower bound of Prob[L(t)<1, 1<t<T] in the fractional Brownian case. Furhermore, I will discuss some work in progress concerning fractional variants of Brownian excursion-type processes.

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin
DFG Research Center MATHEON
Wednesday, 16.10.2019, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Joachim Rehberg, WIAS Berlin:
Explicit and uniform estimates for second order divergence operators on Lp spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin