Exposés de recherche

Collection Exposés de recherche

00:00:00 / 00:00:00
42 380

​​​Growth of normalizing sequences in limit theorems

By Sébastien Gouëzel

Also appears in collection : Probabilistic limit theorems for dynamical systems / Théorèmes limites probabilistes pour les systèmes dynamiques

​Assume that a renormalized Birkhoff sum $S_n f/B_n$ converges in distribution to a nontrivial limit. What can one say about the sequence $B_n$? Most natural statements in the literature involve sequences $B_n$ of the form $B_n = n^\alpha L(n)$, where $L$ is slowly varying. We will discuss the possible growth rate of $B_n$ both in the probability preserving case and the conservative case. In particular, we will describe examples where $B_n$ grows superpolynomially, or where $B_{n+1}/B_n$ does not tend to $1$.

Information about the video

Citation data

  • DOI 10.24350/CIRM.V.19471103
  • Cite this video Gouëzel, Sébastien (31/10/2018). ​​​Growth of normalizing sequences in limit theorems. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19471103
  • URL https://dx.doi.org/10.24350/CIRM.V.19471103

Domain(s)

Bibliography

Last related questions on MathOverflow

You have to connect your Carmin.tv account with mathoverflow to add question

Ask a question on MathOverflow




Register

  • Bookmark videos
  • Add videos to see later &
    keep your browsing history
  • Comment with the scientific
    community
  • Get notification updates
    for your favorite subjects
Give feedback