Pasar al contenido principal

The Slow Bond Random Walks and the Snapping out Brownian Motion

Fecha de inicio:

Seminario de Probabilidad y Estadística

Título: "The Slow Bond Random Walk and the Snapping Out Brownian Motion."
Expositor: Trtuliano Franco (Universidade Federal da Bahia, Brasil)

We consider a continuous time symmetric random walk on the integers,   whose rates are equal to 1/2 for all bonds, except for the bond   of vertices {−1, 0}, which associated rate is given by \alpha n^{-\beta}/2 , where \alpha and \beta are parameters of the model. We prove here a functional central   limit theorem for the random walk with a slow bond: if \beta<1, then it con  verges to the usual Brownian motion. If \beta>1, then it converges to the   reflected Brownian motion. And at the critical value \beta = 1, it converges to the   snapping out Brownian motion (SNOB) of parameter k = 2 \alpha, which is a Brow  nian type- process recently constructed by Lejay (2016). We also provide Berry-Esseen estimates in the dual bounded Lipschitz metric for the weak convergence of one-dimensional distributions, which we believe to be sharp.   Talk based on a joint work with D. Erhard and D. Silva.

Viernes 10/9 a las 10:30, zoom
Contacto: Alejandro Cholaquidis -

Canal de youtube:


Link de zoom para la charla
ID de reunión: 894 6604 5708 Código de acceso: probable-1

Instituto o Unidad
Fecha de fin