For more information about this meeting, contact Manfred Denker.
| Title: | Convergence theorems for multivariate averages |
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| Seminar: | Seminar on Probability and its Application |
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| Speaker: | Manfred Denker, PSU |
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| Abstract: |
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| Let X(1), X(2), ... be stationary process and h a function in d variables. The talk will discuss almost sure and weak convergence results for properly normed sum of terms of the form h(X(i_1),...,X(i_d)). The almost sure limit depends heavily on properties of the stationary process and the function h in case d is larger than 1. Convergence to normal distribution needs even stronger assumptions. The results are joint with H. Dehling and M. Gordin. |
Room Reservation Information
| Room Number: | MB106 |
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| Date: | 09 / 04 / 2009 |
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| Time: | 02:30pm - 03:25pm |
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