PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker.

Title:Erdos-Renyi laws
Seminar:Seminar on Probability and its Application
Speaker:Manfred Denker, PSU
Abstract:
In the early 70s Erdos and Renyi proved a new type of law of large numbers for i.i.d. random variables. It depends on the distribution of the variables and has recently been applied in analyzing time series. I will show some generalizations: to symmetric random functions (U-statistics) and to ergodic sums in expanding dynamical systems. I also will indicate connections to invariance principles.

Room Reservation Information

Room Number:MB106
Date:02 / 18 / 2011
Time:02:20pm - 03:20pm