University of Cambridge > Talks.cam > Statistics > Asymptotic normality of certain transformation averages

Asymptotic normality of certain transformation averages

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

  • UserPeter Orbanz — University College London
  • ClockFriday 18 October 2019, 14:00-15:00
  • HouseMR12.

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.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2019 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity