PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

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

Title:A nonconventional local limit theorem
Seminar:Probability and Financial Mathematics Seminar
Speaker:Yuri Kifer, Hebrew University
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