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26.III.2024

Florence Merlevede, Université Gustave Eiffel, France

"On strong approximations in case of dependent sequences"

Abstract:  The aim of this talk is to review some results about rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying different types of dependence conditions. We shall in particular consider the case of Harris recurrent Markov chains that are strongly aperiodic, the case of functions of random iterates, the case of Hölder observables of the iterates of intermittent maps of the interval and finally the case of bounded observables of a real-valued stationary process satisfying some weak dependence conditions.  

Everyone is cordially invited!
B. Kołodziejek,   W. Matysiak,   K. Szpojankowski,   J. Wesołowski  

Summer Semester 2023/2024:

Date Type Speaker Title
2024-02-20 Online Włodzimierz Bryc A two layer representation of stationary measure for open TASEP
2024-03-06 Blackboard Grzegorz Siudem Algorytmy Dynamic Message-Passing
2024-03-20 Blackboard Dominik Schmid Approximation of the stationary distribution of open ASEP
2024-03-26 Online Florence Merlevede On strong approximations in case of dependent sequences
2024-04-09 Online Timo Seppalainnen
2024-04-16 Online Yizao Wang
2024-04-23 Online Alexey Kuznetsov
2024-05-07
2024-05-14
2024-05-21
2024-05-28
2024-06-04
2024-06-11

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