Kendall's identity and its applications
Speaker:
Alexey Kuznetsov, York University
Date and Time:
Tuesday, April 5, 2022 - 3:00pm to 3:25pm
Location:
Fields Institute, Room 230
Abstract:
Kendall's identity is a result in theory of Levy processes that connects the distribution of the underlying process with the distribution of its first passage time. This identity has many applications in several diverse areas. In this talk I will describe three such applications: how this result connects with Lagrange Inversion Theorem, with Dirichlet series and with free probability.