UVic Probability and Dynamics Seminar: Grigory Terlov
Topic
Stein’s method for conditional central limit theorem
Speakers
Details
It is common in probability theory and statistics to study distributional convergences of sums of random variables conditioned on another such sum. In this talk I will present a novel approach using Stein’s method for exchangeable pairs that allows to derive a conditional central limit theorem of the form $(X_n|Y_n = k)$ with explicit rate of convergence as well as its extensions to a multidimensional setting. We will apply these results to particular models including pattern counts in a random binary sequence and subgraph counts in Erdös-Rényi random graph. This talk is based on joint work with Partha S. Dey.
Additional Information
Date: 2:30pm on 24/1/2023
Place: DSB C128
Grigory Terlov (Illinois)
This is a Past Event
Event Type
Scientific, Seminar
Date
January 25, 2023
Time
-
Location