University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Conjectures on tail asymptotics of the stationary distribution for a multidimensional SRBM

Conjectures on tail asymptotics of the stationary distribution for a multidimensional SRBM

Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani .

Stochastic Processes in Communication Sciences

(This is joint work with my student Masahiro Kobayashi) We conjecture the tail decay rates of the stationary distribution of a d-dimensional semimartingale reflecting Brownian motion, SRBM for short, provided it is stable. The conjectures are compatible with the existing results for the case of d=2 and the skew symmetric case for a general d.

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

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity