Shuyang Bai EVA Talk Preview
From Anna Munro
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Name: Shuyang Bai
Talk Title: Georgia
Abstract: Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We introduce new representations of Hermite processes with multiple Wiener-Ito integrals, whose integrands involve the local time of intersecting stationary stable regenerative sets.
This talk is an invited talk at EVA 2021. View the programme here.