演講公告
新聞標題: ( 2008-02-27 )
演講主題:The extremes of a random scenery as seen by a random walk in a random environment (joint work with Tatsuhiko Saigo)
主講人:Brice Franke (中研院數研所)
演講日期:97年3月4日(星期二) <br>下午2:30 – 3:20
演講地點:(光復校區)科學一管223室
茶會時間:當天下午2:00於科學一館205室
摘要內容:
A random walk performs a motion in an iid-environment and observes an iid-scenery along its path. When the underlying process is recurrent, the resulting stationary sequence does not satisfy mixing conditions. However, assuming the scenery is in the domain of attraction of an extreme-value distribution, we prove a limit-theorem for the observed extremes. The resulting limit law is a mixture of classical extreme-value distributions.
