科学研究
报告题目:

Heavy tails of a randomly stopped Lévy process

报告人:

刘艳 副教授(武大37000cm威尼斯)

报告时间:

报告地点:

理学院东北楼一楼报告厅(110)

报告摘要:

In this talk, we study asymptotic tail behavior ofa randomly stopped Lévy process and its maximum over random timeinterval. For various cases, under the assumption that either the Lévy measureor the random stopping time has a heavy right tail we derive exact asymptotic expressions for their taildistributions. The main methods consist of decomposition of Lévy process, probability inequalities forLévy process, and properties of heavy-tailed distribution.