Colloquium Speaker:
Dr. Jean Vaillancourt
Affiliated Professor, HEC Montreal University,
Montreal, Quebec
Title: New central limit theorems with non-gaussian limits.
Abstract: Already in 1983, Jean Jacod wrote that “Limit theorems for random processes are countless”. Nevertheless, we present several newly published convergence theorems, each affording very weak conditions. Examples are provided to show that these conditions are easy to check and yield useful asymptotic results, especially when the limit is a mixture of stochastic processes with discontinuities. Essential (unbounded) discontinuities are also covered. This is joint work with Bruno Rémillard.
Day & Time: Thursday, November 21, 2024 at 3:00pm
Location: LT 9-118
Counts toward seminar attendance for MSc and PhD students in Math & Stats.