科学研究
报告题目:

Heavy tails of a randomly stopped Lévy process

报告人:

刘艳 副教授(武大2021欧洲杯买球平台官网)

报告时间:

报告地点:

2021欧洲杯买球平台官网东北楼四楼报告厅(404)

报告摘要:

In this talk, we study asymptotic tail behavior of a randomly stopped Lévy process and its maximum over random time interval. For various cases, under the assumption that either the Lévy measure or the random stopping time has a heavy right tail we derive exact asymptotic expressions for their taildistributions. The main methods consist of decomposition of Lévy process, probability inequalities for Lévy process, and properties of heavy-tailed distribution.