2–5 Jul 2024
Osijek
Europe/Zagreb timezone

Regular variation for general random elements

Not scheduled
20m
Osijek

Osijek

School of Applied Mathematics and Informatics, J. J. Strossmayer University of Osijek, Trg Ljudevita Gaja 6, Osijek Faculty of Economics, J. J. Strossmayer University of Osijek , Trg Ljudevita Gaja 7, Osijek
Talk PSF: Probability, Statistics and Financial Mathematics

Speaker

Bojan Basrak (University of Zagreb)

Description

The concept of regular variation plays pivotal role in understanding the extreme behavior of stochastic processes. It also finds applications in various areas ranging from random networks to stochastic geometry. We discuss some developments in this field and show how one can generalize regular variation to rather abstract settings, provided compatible notions of scaling and boundedness can be introduced. Based on the joint work with Nikolina Milinčević, Ilya Molchanov, and Hrvoje Planinić.

Primary author

Bojan Basrak (University of Zagreb)

Presentation materials

There are no materials yet.