Asymptotic normality of certain transformation averages

Add to your list(s) Download to your calendar using vCal

• Peter Orbanz — University College London
• Friday 18 October 2019, 14:00-15:00
• MR12.

If you have a question about this talk, please contact Dr Sergio Bacallado.

Consider a large random structure—a stochastic process on the line, a random graph, a random field on the grid—and a function that depends only on a small part of the structure. Now use elements of a transformation group to ‘move’ the domain of the function over the structure, and average over the collected values. It is known from ergodic theory that such averages converge to (conditional) expectations, if (i) the transformations leave the distribution invariant and (ii) the group is sufficiently nice. I will present results that show they are also asymptotically normal, under a suitable mixing condition. Several known central limit theorems for stationary random fields, graphon models, etc emerge as special cases.

This talk is part of the Statistics series.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CMS Events
• Cambridge Forum of Science and Humanities
• Cambridge Language Sciences
• Cambridge talks
• Chris Davis' list
• DPMMS Lists
• DPMMS info aggregator
• DPMMS lists
• Guy Emerson's list
• Hanchen DaDaDash
• Interested Talks
• MR12
• Machine Learning
• School of Physical Sciences
• Statistical Laboratory info aggregator
• Statistics
• Statistics Group
• bld31
• custom
• rp587

Note that ex-directory lists are not shown.