Records of the Fractional Brownian Motion

schedule le lundi 15 octobre 2018 de 17h00 à 18h00

Organisé par : B. Dembin, G. Conchon-Kerjan, F. Coppini, A. Lefebvre, N. Meyer

Intervenant : Assaf Shapira (LPSM)
Lieu : Sophie Germain, salle 1016

Sujet : Records of the Fractional Brownian Motion

Résumé :

Many systems that we observe could be modeled by Markov processes, but sometimes the dependence on the past can not be neglected. In these cases we must study processes which are not Markovian, and one simple example is the fractional Brownian Motion. We will look on the records of this motion, i.e. when it reaches a new maximum, and try to understand how often they occur.