For more information about this meeting, contact Manfred Denker.
|Title:||Canonical von Mises statistics of a measure preserving transformation: limiting behavior|
|Seminar:||Seminar on Probability and its Application|
|Speaker:||Mikhail Gordin, POMI, St. Petersburg|
|Von Mises statistics were introduced as a tool in the asymptotic hypothesis testing for i.i.d. random variables. However, some limit theory for such statistics was developed for dependent random variables (mostly stationary) under some assumptions formulated in terms of mixing coefficients. We will describe an alternative and more invariant approach to von Mises statistics of stationary sequences when assumptions are made in terms of a filtration compatible with stationarity. Our main tool is a form of multiparameter martingale-coboundary decomposition. It turns out that the assumptions required can be naturally formulated in terms of projective tensor products of the conventional L_p spaces. The case of the so-called canonical statistics will be discussed in more detail. The talk is based on a joibt paper with Manfred Denker.|
Room Reservation Information
|Date:||03 / 30 / 2012|
|Time:||02:20pm - 03:20pm|