Andreas Kyprianou - Attraction to and repulsion from patches on the hypersphere and hyperplane for isotropic d-dimensional ?-stable processes with index in ? ? (0, 1] and d ? 2.
| Dates: | 9 February 2022 |
|---|
| Times: | 15:00 - 16:00 |
|---|
| What is it: | Seminar |
|---|
| Organiser: | Department of Mathematics |
|---|
|
|
Andreas Kyprianou (University of Bath) will speak in the Probability seminar.
Consider a d-dimensional ?-stable processes with index in ??(0,1) and d?2. Suppose that ? is a region of the unit sphere S^{d?1} = {x ? R^d : |x| = 1}. We construct the aforesaid stable Lévy process conditioned to approach ? continuously, either from inside S^{d?1}, from outside S^{d?1} or in an oscillatory way; all of which have zero probability. Our approach also extends to the setting of hitting bounded domains of (d-1)-dimensional hyperplanes. We appeal to a mixture of methods, appealing to the modern theory of self-similar Markov process as well as the classical potential analytic view.
Joint work with Tsogzolmaa Saizmaa (National University of Mongolia), Sandra Palau (UNAM, Mexico) and Mateusz Kwasniki (Technical University of Wroclaw).
Travel and Contact Information
Find event
https://zoom.us/j/95434478825
