STOCHASTICS WITH APPLICATIONS Seminar

 

PROGRAM

---

Predavanja možete pratiti i online putem MITEAM stranice seminara Stohastika sa primenama:
https://miteam.mi.sanu.ac.rs/asset/n4AMxqgneB2qxFuT2

---

Plan rada seminara Stohastika sa primenama za FEBRUAR 2026.

---

Četvrtak, 12.02.2026. u 11:15, Online
Danijel Grahovac, Univerzitet u Osjeku
LIMITING BEHAVIOUR OF INTEGRATED supOU PROCESSES
Superpositions of Ornstein-Uhlenbeck type processes (supOU) provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modelled independently. Limit theorems will be presented both for the finite and infinite variance integrated supOU processes. Moreover, it will be shown that integrated supOU processes may exhibit a phenomenon of intermittency meaning that their higher order moments grow faster than it would be expected from the limit theorems. We will then discuss how intermittency affects the limiting behaviour of the process through large deviations theory. We also present the results on the almost sure rate of growth and the law of iterated logarithm type results for certain cases. Even though the growth of moments may suggest differently, the almost sure growth is of the same order as in the weak limit theorems.

---

Četvrtak, 26.02.2026. u 11:15, Online
Tibor K. Pogány, Univerzitet u Rijeci, Pomorski fakultet, Rijeka, Hrvatska; Óbuda University, Applied Mathematics Institute, Budapest, Hungary
GENERALIZED DERIVATIVE SAMPLING RESTORATION OF STOCHASTIC PROCESSES
The talk exposes a master generalized sampling series expansion for entire functions, having generalized exponential boundedness property. Estimates are given for the remainder of Maclaurin series of those functions and derivative sampling results are derived. The derived bounds enable to obtain mean-square generalized derivative sampling expansion formulae for harmonizable Piranašvili-type stochastic processes in mean-square and almost sure sense. The main tools are the Karhunen-Cramér-Piranašvili theorem and related correlation properties.

---