Stochastics Seminar

Speaker: Dr. Erkan Nane

Title: A Strong Law of Large Numbers with Applications to Self-Similar Stable Processes:

Abstract: In this talk I will prove a strong law of large numbers (SLLN) under general moment condition for sequence of random variables. We  extend the maximal inequalities of Chobanyan, Levental and Salehi (2005), and obtain a general version of SLLN. This SLLN then can be applied conveniently to a wide class of self-similar processes with stationary increments including stable processes. This is a recent  joint work with A. Zeleke and Y. Xiao , Michigan State University