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Department seminar by Zhengyan Lin, Zhejiang UniversityExport this event to calendar

Thursday, July 12, 2012 — 4:00 PM EDT

On convergence to stochastic integrals

Weak convergence of various general functionals of partial sums of dependent random variables (statistics) to stochastic integrals now play an important role in the modern statistical theory.

In this work, we obtain the weak convergence of various general functionals of partial sums of causal processes to stochastic intergrals driven by both the Brownian motion and Lévy α -stable process.

Location 
M3 - Mathematics 3
3127
200 University Avenue West

Waterloo, ON N2L 3G1
Canada

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