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SUMMARY:Dickman-type stochastic processes and non-local operators - Nikola
 i  Leonenko (Cardiff University)
DTSTART:20240918T140000Z
DTEND:20240918T150000Z
UID:TALK220612@talks.cam.ac.uk
DESCRIPTION:The Dickman function\, originally appeared in Ramanujan&rsquo\
 ;s unpublished notes and first explored by Karl Dickman in the field of nu
 mber theory\, has garnered interesting recognition in recent years. This f
 unction has given rise to the Dickman distribution [1\,2] and\, subsequent
 ly\, the Dickman subordinator [3]. The Dickman distribution also appears i
 n various limiting schemes [1]. It also appears as a special case of Verva
 at perpetuities.\nWe introduce the stationary solution of the Ornstein-Uhl
 enbeck SDE driven by Poisson backward driving Levy process follows a Dickm
 an marginal distribution [2]. Additionally we investigate superpositions o
 f such processes which has a long-range dependent properties and marginal 
 Dichman distribution\, limit theorems for such a processes and intermitten
 cy in the spirit of the papers [4\,5\,6\,7]. The distribution of the first
  passage time process for Dickman subordinator is discussed &nbsp\;as well
  as the corresponding convolution type non-local operator (or Dickman frac
 tional derivatives)[2]. The nonlocal Poisson processes are introduced as t
 ime-change Poisson process and independent inverse Dichman subordinator in
  the spirit of fractional Poisson process obtained &nbsp\;as time-change P
 oisson process and independent inverse stable subordinator[8\,9].\nThe fir
 st part is joint work with D. Grahovac (Osijek University\, Croatia)\, A.K
 ovtun and A.Pepelyshev (Cardiff University\, UK).\nThe second part is base
 d on the joint work with N.Gupta (Indian Statistical Institute\, New Delhi
 \, India)\, A.Kumar(Indian Institute of Technology\, Ropar\, India) and J.
 Vaz (Unicamp\, Campinas\, Brazil).
LOCATION:Seminar Room 1\, Newton Institute
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