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Thursday, January 19, 2012 - 1:00pm

Pawel Hitczenko

Drexel University

Location

Drexel University

Korman Center, Room 245

Perpetuities are random variables that appear quite frequently in various aspects of applied mathematics and other fields of science. They have been studied systematically since the influential paper by Kesten in 1973. In this talk I will introduce and review the main ´classical´ results and will also discuss recent progress that has been made in the general theory.