报告题目：Limit theorems for functionals of linear processes with infinite variance

报告时间：2026年3月25日

报告摘要：Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law with $\alpha\in (0, 2]$. Then, for any integrable and square integrable function $K$ on $\mathbb{R}$, under certain mild conditions, we establish the asymptotic behavior of the partial sum process $${\sum\limits_{n=1}^{[Nt]}[K(X_n)-E K(X_n)]: t\geq 0}$$ as $N$ tends to infinity, where $[Nt]$ is the integer part of $Nt$ for $t\geq 0$.

报告人简介：徐方军，男，华东师范大学统计学院教授、博士生导师，本科和硕士毕业于南开大学，博士毕业于美国康涅狄格大学。研究方向包括概率极限理论、随机分析及其应用，在Ann. Probab., Ann. Appl. Probab., Bernoulli, Stochastic Process. Appl.等期刊上发表论文20多篇。