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DTSTART:19700329T010000
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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Central limit theorem for superdiffusive processes
  - Isao Sauzedde (University of Warwick)
DTSTART;TZID=Europe/London:20240814T140000
DTEND;TZID=Europe/London:20240814T150000
UID:TALK219394AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/219394
DESCRIPTION:We will present a few examples of superdiffusive p
 rocesses\, the main order asymptotic of which is c
 haracterised by a parameter beta of the model. As 
 we will explain\, these models all admit a similar
  phase transition: they satisfy a central limit th
 eorem up to a critical value of the parameter beta
 \, after which the CLT breaks apart as non-Gaussia
 n corrections become prevalent. The case we will f
 ocus most attention on is that of an obliquely ref
 lected Brownian motion in a generalised parabolic 
 domain\, for which we prove both the central limit
  theorem and its failure below the critical parame
 ter. Based on a joint work with Aleksandar Mijatov
 ic and Andrew Wade.&nbsp\;
LOCATION:Seminar Room 2\, Newton Institute
CONTACT:
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