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Description: | Title : On the distance between two weighted sums of random variables. Speaker : Professor Vydas Cekanavicius Vilnius University Lithuania. Date: Friday, February 16, 2018 Time: 4.00 pm - 05.00 pm Venue: Conference Room, Department of Mathematics Abstract: We discuss the approximation problems between two weighted sums of the form $w_1X_1+ \ldots +wn_Xn$, where the weights are fixed and the $Xi$'s are independent or weakly dependent random variables. The Kolmogorov metric is used to obtain the estimates which, in general, are of the order $O(n^{-1/2}$. |

Location: | Conference Room, Department of Mathematics |

Date: | Friday, February 16, 2018 |

Time: | 4:00pm-5:00pm IST |

Duration: | 1 hour |

Access: | Public |