[Forum SIS] seminario MACCI

[Elena Villa]

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  A v v i s o   d i   S e m i n a r i o
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*Mercoledì 21 Febbraio 2018, ore 11*
Sala Rappresentanza, Dipartimento di Matematica, Universita' degli Studi di Milano
via C. Saldini 50, Milano

il Professor
*CLAUDIO MACCI*(Università di Roma Tor Vergata)

terrà un seminario dal titolo
*Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets*


ABSTRACT:
In this article, we consider sequences of partial sums of iid Gaussian random
sets (with respect to the Minkowski sum) and we study the asymptotic
behavior of some hitting probabilities (of suitable sets of $R^d$) for
these partial sums. We also illustrate the use of the importance sampling
for the estimation of these hitting probabilities by Monte Carlo simulations.
We obtain the analog of well-known results for level crossing probabilities
of random walks, and we refer to a version of the classical Cramér's Theorem
in large deviations for random compact sets existing in the literature.
Joint work with Barbara Pacchiarotti.



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Saluti
Elena Villa

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Elena Villa
Dipartimento di Matematica,
Universita' degli Studi di Milano
via C.Saldini 50, 20133 Milano, Italy
Phone: +39 0250316132 - Fax: +39 0250316090
Web-page:http://users.mat.unimi.it/~villa



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