English
On the weak invariance principle and its quenched version under projective criteria
Post-edited
Auteurs : Merlevède, Florence (Auteur de la Conférence)
CIRM (Editeur )
60F05 - Central limit and other weak theorems
60F17 - Functional limit theorems; invariance principles
CIRM (Editeur )
Résumé :
In this talk, we shall first review some projective criteria under which the central limit theorem holds. The projective criteria considered will be the Heyde criterion, the Hannan criterion, the Maxwell-Woodroofe condition and the Dedecker-Rio's condition. We shall also investigate under which projective criteria the reinforced versions of the CLT such as the weak invariance principle or the quenched CLT (and its functional form) still hold.
Codes MSC : 60F05 - Central limit and other weak theorems
60F17 - Functional limit theorems; invariance principles
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Informations sur la Vidéo
Réalisateur : Hennenfent, GuillaumeLangue : Anglais Date de publication : 22/07/14 Date de captation : 08/07/14 Sous collection : Research talks arXiv category : Probability Domaine : Probability & Statistics Format : QuickTime (.mov) Durée : 00:51:46 Audience : Researchers Download : https://videos.cirm-math.fr/2014-07-08_Merlevede.mp4 
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Informations sur la Rencontre
Nom de la rencontre : Limit theorems in dynamics and applications / Théorèmes limites en dynamique et applicationsOrganisateurs de la rencontre : Olla, Stefano ; Reinert, Gesine ; Vaienti, Sandro ; Volny, Dalibor Dates : 07/07/14 - 11/07/14 Année de la rencontre : 2014
Données de citation
DOI : 10.24350/CIRM.V.18538103Citer cette vidéo: Merlevède, Florence (2014). On the weak invariance principle and its quenched version under projective criteria. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18538103 URI : http://dx.doi.org/10.24350/CIRM.V.18538103 |
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