Laboratoire de Mathématiques Raphaël Salem

UMR 6085 CNRS - Université de Rouen Normandie

Abstract: This talk will be concerned with the following simulation question: Given a specific dynamical system, say an irrational rotation, and a self similar process can one find a function whose associated time series process converges in distribution to the process? I will discuss a joint work with Dalibor Volny (Rouen) in which we show that one can simulate alpha stable Levy motions in any aperiodic dynamical systems and some natural questions which follow.