For more information about this meeting, contact Manfred Denker.
|Seminar:||Seminar on Probability and its Application|
|Speaker:||Manfred Denker, PSU|
|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
|Date:||02 / 18 / 2011|
|Time:||02:20pm - 03:20pm|