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Rates of convergence in the CLT for non stationary sequences and application to sequential dynamical systems
Multi angle
Authors : Merlevède, Florence (Author of the conference)
CIRM (Publisher )
60F05 - Central limit and other weak theorems
60G42 - Martingales with discrete parameter
60G48 - Generalizations of martingales
CIRM (Publisher )
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Abstract :
This talk is devoted to rates of convergence for minimal distances and for the uniform distance, between the law of partial sums associated with non necessarily stationary sequences and the limiting Gaussian distribution. Applications to linear statistics, non stationary rho-mixing sequences and sequential dynamical systems will be provided. This is a joint work with J. Dedecker and E. Rio.
Keywords : minimal distances; ideal distances; Gaussian approximation; Berry-Esseen type inequalities; martingales; ρ-mixing sequences; sequential dynamical systems
MSC Codes : Keywords : minimal distances; ideal distances; Gaussian approximation; Berry-Esseen type inequalities; martingales; ρ-mixing sequences; sequential dynamical systems
60F05 - Central limit and other weak theorems
60G42 - Martingales with discrete parameter
60G48 - Generalizations of martingales
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Information on the Video
Film maker : Recanzone, LucaLanguage : English Available date : 02/11/2022 Conference Date : 03/10/2022 Subseries : Research talks arXiv category : Dynamical Systems ; Probability Mathematical Area(s) : Probability & Statistics Format : MP4 (.mp4) - HD Video Time : 00:53:38 Targeted Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students Download : https://videos.cirm-math.fr/2022-10-03_Merlevede.mp4 
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Information on the Event
Event Title : Probabilistic techniques for random and time-varying dynamical systems / Méthodes probabilistes pour les systèmes dynamiques aléatoires et variant avec le tempsEvent Organizers : Bahsoun, Wael ; Demers, Mark ; Nicol, Matthew ; Pène, Françoise ; Pollicott, Mark Dates : 03/10/2022 - 07/10/2022 Event Year : 2022 Event URL : https://conferences.cirm-math.fr/2601.html
Citation Data
DOI : 10.24350/CIRM.V.19964803Cite this video as: Merlevède, Florence (2022). Rates of convergence in the CLT for non stationary sequences and application to sequential dynamical systems. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19964803 URI : http://dx.doi.org/10.24350/CIRM.V.19964803 |
See Also
- [Multi angle] On the mean field limit of stochastic reaction networks / Author of the conference Nándori, Péter.
- [Multi angle] Spectral perturbation formulae for quenched random dynamics with applications to open systems and extreme value theory / Author of the conference Froyland, Gary.
- [Multi angle] Lyapunov exponents of the Navier-Stokes equations / Author of the conference Blumenthal, Alex.
- [Multi angle] Measure of maximal entropy for finite horizon Sinai billiard flows / Author of the conference Baladi, Viviane.
Bibliography
- DEDECKER, Jérôme, MERLEVÈDE, Florence, et RIO, Emmanuel. Rates of convergence in the central limit theorem for martingales in the non stationary setting. In : Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. Institut Henri Poincaré, 2022. p. 945-966. - http://dx.doi.org/10.1214/21-AIHP1182
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