报告题目：Random walks conditioned to stay positive and related problems

报 告 人：孙明阳 博士 （北京师范大学）

报告时间：5月8日（周四）10:00- 11:00

报告地点：科技楼5075

报告摘要：In this talk, we consider random walks conditioned to stay positive in the sense of Doob’s $h$-transform. The Berry-Esseen bound and Cram\'er moderate deviation are established, which give the absolute and relative error of the CLT proved by Bryn-Jones and Doney [J. Lond. Math. Soc., 2006]. We also show that the local time of random walks conditioned to stay positive converges to the local time of Bessel-3 process by proper scaling. This is a joint work with Professor Wenming Hong.

报告人简介：孙明阳目前是北京师范大学概率论与数理统计专业的博士生，导师为洪文明教授。他主要研究随机游动、分枝过程、分枝随机游动等模型的条件极限行为，已经在JAP、ECP、SPL等概率期刊上发表多篇文章。