La Trobe Statistics and Stochastic Seminar

You are welcome to attend the following Statistics and Stochastic colloquium (part of the Colloquium Series of the Department of Mathematics and Statistics) at La Trobe University.

Seminar Abstract:

The fractional non-homogeneous Poisson process was introduced by a time change of the non-homogeneous Poisson process with the inverse alpha-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional compound Poisson process. We give both finite-dimensional and functional limit theorems for the fractional non-homogeneous Poisson process and the fractional compound Poisson process. The results are derived by using martingale methods, regular variation properties and Anscombe’s theorem. Eventually, some of the limit results are verified in a Monte Carlo simulation.

Joint work with E. Scalas  and M. Trinh (University of Sussex, UK)

Speaker: Prof M. Leonenko, Cardiff University, United Kingdom

Host University: La Trobe University

Seminar Convener: Andriy Olenko

Time & Date: 12:00 noon Friday 19 October 2018

Venue: Room 310, Physical Sciences 2, La Trobe University, Bundoora Campus

How to participate in this seminar

1. Book your University’s Access Grid Room, or a university or APAC etc. Access Grid Room that you are able to use, and

2. Send an email to the seminar convener at La Trobe University (Andriy Olenko) to advise that you will be attending the seminar