Limit theorems in dynamics and applications / Théorèmes limites en dynamique et applications

Collection Limit theorems in dynamics and applications / Théorèmes limites en dynamique et applications

Organisateur(s) Olla, Stefano ; Reinert, Gesine ; Vaienti, Sandro ; Volny, Dalibor

Date(s) 07/07/2014 - 11/07/2014

00:00:00 / 00:00:00

2 5

Chapitres

On the weak invariance principle and its quenched version under projective criteria

De Florence Merlevède

In this talk, we shall first review some projective criteria under which the central limit theorem holds. The projective criteria considered will be the Heyde criterion, the Hannan criterion, the Maxwell-Woodroofe condition and the Dedecker-Rio's condition. We shall also investigate under which projective criteria the reinforced versions of the CLT such as the weak invariance principle or the quenched CLT (and its functional form) still hold.

Informations sur la vidéo

Date de captation 08/07/2014
Date de publication 22/07/2014
Institut CIRM
Licence CC BY NC ND
Langue Anglais
Réalisateur(s) Guillaume Hennenfent
Format MP4

Données de citation

DOI 10.24350/CIRM.V.18538103
Citer cette vidéo Merlevède, Florence (08/07/2014). On the weak invariance principle and its quenched version under projective criteria. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.18538103
URL https://dx.doi.org/10.24350/CIRM.V.18538103

Domaine(s)

Probabilités

Bibliographie

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