Speaker: Luis Ivan Hernandez Ruiz 
Affiliation: Kyoto University 

Abstract

In this work we study the distribution of the maximum value for a process that evolves between the epochs of a renewal process under the assumption of the regenerative property and apply the results to the intensity process and the backward recurrence time of a renewal point process. Additionally, we use a coupling argument to find power decay rates for the Key Renewal Theorem in the spread out case and use the result to prove a law of large numbers for a renewal Hawkes process. 

About Statistics, modelling and operations research seminars

Students, staff and visitors to UQ are welcome to attend our regular seminars.

The events are jointly run by our Operations research and Statistics and probability research groups.

The Statistics, modelling and operations research (SMOR) Seminar series seeks to celebrate and disseminate research and developments across the broad spectrum of quantitative sciences. The SMOR series provides a platform for communication of both theoretical and practical developments, as well as interdisciplinary topics relating to applied mathematics and statistics.

Venue

Zoom: https://uqz.zoom.us/j/85172010876