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UID:20260721T153846EDT-8326gtz01u@132.216.98.100
DTSTAMP:20260721T193846Z
DESCRIPTION:Title: Entrance laws at the origin of self-similar Markov proce
 sses in high dimensions.\n\nAbstract: In this talk we consider the problem
  of defining a self-similar Markov processes for a d-dimensional process\,
  killed upon hitting the origin\, issued from the origin\, which is equiva
 lent to finding the entrance laws at the origin for such a process. Under 
 mild assumptions\, we show the existence of an entrance law and the conver
 gence to this law when the process is started close to the origin. We obta
 in an explicit description of the process started from the origin as the t
 ime reversal of the original self-similar Markov process conditioned to hi
 t the origin. Such results rely on a fluctuation theory for Markov additiv
 e processes that we will briefly explain.\n
DTSTART:20190325T180000Z
DTEND:20190325T190000Z
LOCATION:Room 1205\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Victor Rivero (CIMAT)
URL:https://www.mcgill.ca/mathstat/channels/event/victor-rivero-cimat-29556
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