COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: IV

## Mod-Phi Convergence: precise asymptotics and local limit theorems for dependent random variables: IVAdd to your list(s) Download to your calendar using vCal - Nikeghbali, A (Universitt Zrich)
- Wednesday 29 October 2014, 14:00-15:30
- Seminar Room 2, Newton Institute Gatehouse.
If you have a question about this talk, please contact Mustapha Amrani. Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches We introduce a functional type of convergence from which one can deduce central limit theorem type results, as well as local limit theorems and precise large and moderate deviations estimates. In particular this provides us with a tool which predicts the scale up to which Gaussian approximation is valid and which explains quantitatively how a breaking of symmetry occurs at this scale. On our way, we also prove Berry-Esseen type estimates. We shall illustrate the methods with various examples: #sums of dependent random variables with applications to the subgraph counts in the Erdos-Renyi random graph model; #examples from random combinatorial structures; #examples from number theory; #examples from random matrix theory. #examples from simple statistical mechanics models. All these examples exhibit some dependence structure. Finally, we shall try to see how these ideas can apply to some simple financial This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
- Featured lists
- INI info aggregator
- Isaac Newton Institute Seminar Series
- School of Physical Sciences
- Seminar Room 2, Newton Institute Gatehouse
- bld31
Note that ex-directory lists are not shown. |
## Other listsPhysics of Medicine Roadshow The Kate Pretty Lecture Cambridge Rare Earths Society## Other talksWhat You Don't Know About God Strong Bonds, Affective Labour: Sexually Transmitted Infections and the Work of History Poison trials, panaceas and proof: debates about testing and testimony in early modern European medicine Phenotypic changes induced by stress and developmental reprogramming in plants Plant host-pathogen coevolution and exploring local adaptation of an Arabidopsis thaliana complex Resistance gene locus Light Scattering techniques |