Date & Time: Friday, January 31, 2014, 16:00-17:00.
Venue: Ramanujan Hall
Speaker: Krishna B. Athreya, Iowa State University
Title: Statistical estimation of mean w..r.t. infinite measure
Abstract: If f is an L1 function on an infinite measure space then its integral can be estimated using a regenerative sequence of random variable. This will be illustrated with simple symmetric random walk on the integers.