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
|Date:||09 / 04 / 2009|
|Time:||02:30pm - 03:25pm|