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UID:8288@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20141003T110000
DTEND;TZID=Europe/Paris:20141003T120000
DTSTAMP:20241120T210324Z
URL:https://www.i2m.univ-amu.fr/evenements/limit-theorems-for-some-functio
 nals-of-markov-chain-with-heavy-tails-convergence-to-stable-processes-with
 -index-%ce%b1-%e2%88%88-0-2-solym-mawaki-manou-abi/
SUMMARY:Solym Mawaki Manou-Abi (IMT\, Université Paul Sabatier (Toulouse I
 II)): Limit Theorems for some functionals of Markov chain with heavy tails
 : Convergence to stable processes with index α ∈ (0\, 2) - Solym Mawaki
  Manou-Abi
DESCRIPTION:Solym Mawaki Manou-Abi: In this talk we consider the problem of
  asymptotic behavior for ad- ditive functional of ergodic Markov chains. C
 onvergence results (Central Limit Theorem (CLT) and Functional CLT) toward
 s gaussian law or Brownian motion is well known in the L2 framework under 
 various techniques: Martingale approximation\, Coupling and the Mixing met
 hod. We show that one can expect non gaussian limit law and non Brownian l
 imit process under the heavy tail phenomena. To this end we show how mixin
 g processes allow to derive limit Theorems towards α stable processes. Co
 ntrary to the L2 framework where weak form of ergodicity are sufficient to
  ensure the validity of the Limit Theorems\, we will need here strong ergo
 dic properties: The existence of a spectral gap\, hyperboundness (or hyper
 contractivity).\n\n[http://fr.linkedin.com/pub/s-mawaki-manou-abi/42/10/78
 2]
ATTACH;FMTTYPE=image/jpeg:https://www.i2m.univ-amu.fr/wp-content/uploads/2
 020/01/Mawaki_Manou-Abi.jpg
CATEGORIES:Séminaire,Probabilités
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