Description
Title: General Glivenko- Cantelli. Theorem.
Speaker: Prof. K.B. Athreya
Venue: Ramanujan Hall
Time: 3:00 pm to 4:00 pm
Abstract:
The classical version of Glivenko Cantelli theorem says: let X sub I , i = 1, 2, 3, ..be real valued r.v. with cdf F(x) then the empirical cdf based on X sub i , i = 1,2,3,....n converges wp1 as n goes to infinity to F uniformly over R.
In this talk this theorm is generalised to cover Markov chains, exchangeable sequences and regenerative sequences.
Some open problems will also be posed.