Seminar 1
报告人：Manfred Denker（University of Gottingen, Germany & Penn State University, USA）
题目：Logarithmic quantile estimation
时间：2017年07月05日 15:00
地点：华中科技大学恩明楼813
摘要：
I will introduce an parameter-free estimation of quantiles which can be applied to increments of SDE which are independent or nearly independent.
Seminar 2
报告人：Manfred Denker（University of Gottingen, Germany & Penn State University, USA）
题目：Local Times in Markov Processes
时间：2017年07月06日 15:00
地点：华中科技大学恩明楼813
摘要：
Under the conditional local limit theorem assumption, we show that the limit distribution of the local time is the Mittag-Leffler distribution when the state space is Z. The method is from the infinite ergodic theory of dynamic systems. It is proved that the discrete-time fractional Brownian motion admits a conditional local limit theorem and the local time of it is closely related to but not exact the Mittag-Leffler distribution. We also prove that the local time satisfies an almost sure central limit theorem under the additional assumption that the characteristic operator has a spectral gap.