English
Rates of convergence in the CLT for non stationary sequences and application to sequential dynamical systems
Multi angle
Auteurs : Merlevède, Florence (Auteur de la Conférence)
CIRM (Editeur )
60F05 - Central limit and other weak theorems
60G42 - Martingales with discrete parameter
60G48 - Generalizations of martingales
CIRM (Editeur )
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Résumé :
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
Codes MSC : 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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Informations sur la Vidéo
Réalisateur : Recanzone, LucaLangue : Anglais Date de publication : 02/11/2022 Date de captation : 03/10/2022 Sous collection : Research talks arXiv category : Dynamical Systems ; Probability Domaine : Probability & Statistics Format : MP4 (.mp4) - HD Durée : 00:53:38 Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students Download : https://videos.cirm-math.fr/2022-10-03_Merlevede.mp4 
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Informations sur la Rencontre
Nom de la rencontre : Probabilistic techniques for random and time-varying dynamical systems / Méthodes probabilistes pour les systèmes dynamiques aléatoires et variant avec le tempsOrganisateurs de la rencontre : Bahsoun, Wael ; Demers, Mark ; Nicol, Matthew ; Pène, Françoise ; Pollicott, Mark Dates : 03/10/2022 - 07/10/2022 Année de la rencontre : 2022 URL Congrès : https://conferences.cirm-math.fr/2601.html
Données de citation
DOI : 10.24350/CIRM.V.19964803Citer cette vidéo: 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 |
Voir aussi
- [Multi angle] On the mean field limit of stochastic reaction networks / Auteur de la Conférence Nándori, Péter.
- [Multi angle] Spectral perturbation formulae for quenched random dynamics with applications to open systems and extreme value theory / Auteur de la Conférence Froyland, Gary.
- [Multi angle] Lyapunov exponents of the Navier-Stokes equations / Auteur de la Conférence Blumenthal, Alex.
- [Multi angle] Measure of maximal entropy for finite horizon Sinai billiard flows / Auteur de la Conférence Baladi, Viviane.
Bibliographie
- 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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