PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker.

Title:Convergence theorems for multivariate averages
Seminar:Seminar on Probability and its Application
Speaker:Manfred Denker, PSU
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
Date:09 / 04 / 2009
Time:02:30pm - 03:25pm