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SUMMARY:Central limit theorem for superdiffusive processes - Isao Sauzedde
  (University of Warwick)
DTSTART:20240814T130000Z
DTEND:20240814T140000Z
UID:TALK219394@talks.cam.ac.uk
DESCRIPTION:We will present a few examples of superdiffusive processes\, t
 he main order asymptotic of which is characterised by a parameter beta of 
 the model. As we will explain\, these models all admit a similar phase tra
 nsition: they satisfy a central limit theorem up to a critical value of th
 e parameter beta\, after which the CLT breaks apart as non-Gaussian correc
 tions become prevalent. The case we will focus most attention on is that o
 f an obliquely reflected Brownian motion in a generalised parabolic domain
 \, for which we prove both the central limit theorem and its failure below
  the critical parameter. Based on a joint work with Aleksandar Mijatovic a
 nd Andrew Wade.&nbsp\;
LOCATION:Seminar Room 2\, Newton Institute
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