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Professor Vydas Cekanavicius Vilnius University Lithuania.

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