[ABE-L] Seminário de probabilidade e processos estocásticos - IME-USP - 23/04 -15h

[Aline Duarte]

Caros colegas,

na próxima *sexta-feira*, 23 de abril, às *15h, *acontecerá mais um
seminário do ciclo SPSP-IME-USP de 2021. As informações e os vídeos dos
seminários estão disponíveis em https://sites.google.com/usp.br/psps-ime-usp
.
O link para o evento segue abaixo e ficará disponível também na página do
evento no dia do seminário.

Um abraço,
Aline Duarte
-------------------------------


*Seminar on Probability and Stochastic Processes*
Speaker: Tertuliano Franco - (IM - UFBA)
Next Friday, *April 23th - 3pm*
Live on Google Meets: https://meet.google.com/ncm-neqz-dut
Video recording will be available on:
https://sites.google.com/usp.br/psps-ime-usp

Title: The Slow Bond Random Walk and the Snapping Out Brownian Motion.

Abstract: We consider a continuous time symmetric random walk on the
integers, whose rates are equal to 1/2 for all bonds, except for the bond of
vertices {−1, 0}, which associated rate is given by \alpha n^{-\beta}/2 ,
where \alpha and \beta are parameters of the model. We prove here a
functional central limit theorem for the random walk with a slow bond: if
\beta<1, then it converges to the usual Brownian motion. If \beta>1, then
it converges to the reflected Brownian motion. And at the critical value
\beta = 1, it converges to the snapping out Brownian motion (SNOB) of
parameter k = 2 \alpha, which is a Brownian type-process recently
constructed by Lejay (2016). We also provide Berry-Esseen estimates in the
dual bounded Lipschitz metric for the weak convergence of one-dimensional
distributions, which we believe to be sharp. Talk based on a joint work
with D. Erhard and D. Silva.
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