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Anita Kollwitz

Vladyslav Visotskiy, Univ. of Sussex: Persistence of the AR-1 sequences with Rademacher innovations (Oberseminar Mathematische Stochastik)

Wednesday, 11.05.2022 17:00 im Raum M4

Mathematik und Informatik

We find exact asymptotics of the probability that an AR-1 sequence with +1 and -1 innovations stays positive for a long time. This is a joint work with D. Denisov and V. Wachtel.


Angelegt am Wednesday, 30.03.2022 16:15 von Anita Kollwitz
Geändert am Wednesday, 04.05.2022 11:20 von Anita Kollwitz
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