ICTS SEMINAR
Title : Stable Random Fields, Point Processes and Large Deviations
Speaker : Parthanil Roy (Indian Statistical Institute, Kolkata) Date : Friday, 30th January, 2015
Time : 2:00 p.m.
Venue : ICTS Seminar Room, IISc Campus, Bangalore
Abstract : We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic theoretic and group theoretic structures of the underlying nonsingular group action, we observe different large deviation behaviours of this point process sequence. We use our results to study the large deviations of various functionals (e.g., partial sum, maxima, etc.) of stationary symmetric stable fields. This talk will be based on a joint work with Vicky Fasen.
International Centre for Theoretical Sciences - TIFR
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