School Seminars and Colloquia

A (Gentle) Introduction to Regular Variation and Applications

Stochastic Processes Seminar

by Daniel Tokarev

Institution: MASCOS, The University of Melbourne
Date: Wed 20th August 2008
Time: 3:15 PM
Location: Chemical & Biomolecular Engineering Theatre, Room G20, Chemical and Biomolecular Engineering building

Abstract: Regular Variation theory, introduced by J. Karamata, is concerned with
relating asymptotic behaviour of (real) functions and operators, such as
Laplace transform, convolution and n-fold functional iterate. It has
become an important tool in Probability, Analysis and other fields, and
has greatly simplified and clarified much theory, such as in theorems of
Abelian and Tauberian type and results on maxima and sums of independent
and identically distributed random variables. This talk is intended to
introduce the concept of regular variation and some fundamental results
and applications in Probability.

For More Information: Contact Daniel Dufresne or Dr Aihua Xia