Seminari del Dipartimento di Matematica

Seminario del 2018

Kasun Fernando (U. of Maryland, USA)

Refinements of the Central Limit Theorem and Large Deviation Principles for weakly dependent random variables

fisica matematica

probabilità

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem and Large Deviation Principles for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. We primarily use spectral techniques to obtain these results.The work on CLT is joint with Carlangelo Liverani (Rome) and the work on LDPs is joint with Pratima Hebbar (Maryland).