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Claudio Macci (Università degli Studi di Roma Tor Vergata)
Tuesday 22 February 2022, 12:00-12:30
Non-central moderate deviations for compound fractional Poisson processes
⚠️ Important: FD2W01 - Deterministic and stochastic fractional differential equations and jump processes
- 👤 Speaker: Claudio Macci (Università degli Studi di Roma Tor Vergata)
- 📅 Date & Time: Tuesday 22 February 2022, 12:00 - 12:30
- 📍 Venue: Seminar Room 1, Newton Institute
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Abstract
The term “moderate deviations” is often used in the literatureto mean a class of large deviation principles that, in some sense,fill the gap between a convergence in probability to zero (governedby a large deviation principle) and a weak convergence to a centeredNormal distribution. We talk about “non-central moderate deviations”when the weak convergence is towards a non-Gaussian distribution.In this paper we study non-central moderate deviations for compoundfractional Poisson processes with light-tailed jumps.This is a joint work with Luisa Beghin.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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