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Heavy-tailed compound renewal and L\'evy processes with negative drift: maxima over random time intervals

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  • UserSergey Foss (Heriot-Watt University)
  • ClockMonday 22 April 2024, 11:45-12:30
  • HouseExternal.

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TMLW02 - SGD: stability, momentum acceleration and heavy tails

This talk is part of the Isaac Newton Institute Seminar Series series.

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