For more information about this meeting, contact Manfred Denker, Anna Mazzucato, Mari Royer, Victor Nistor, Alexei Novikov.

Title: | A nonconventional local limit theorem |

Seminar: | Probability and Financial Mathematics Seminar |

Speaker: | Yuri Kifer, Hebrew University |

Abstract: |

Local limit theorems have their origin in the classical De Moivre– Laplace theorem and they study the asymptotic behavior as N → ∞ of probabilities having the form P {S_N = k} where S_N = \sum^N_{n=1} F (ξ_n ) is a sum of an integer valued function F taken on i.i.d. or Markov dependent sequence of random variables {ξ_j}. Corresponding results for lattice valued and general functions F were obtained, as well. We extend here this type of results to nonconventional sums of the form S_N = \sum^N_{n=1} F (ξ_n , ξ_{2n} , ..., ξ_{ln} ) and corresponding versions of such results can be obtained for some dynamical systems, as well. This continues the recent line of research studying various limit theorems for such expressions. |

### Room Reservation Information

Room Number: | MB106 |

Date: | 09 / 19 / 2014 |

Time: | 03:35pm - 04:35pm |