Date & Time: Friday, 11th March 2011 :: 4:00 p.m.

Venue: Ramanujan Hall

Title: “ Poisson Approximation for Weakly Dependent Random Variables”

Speaker: Prof. Vydas Cekanavicius Vilnius University, Lithuania

Abstract: The problem of approximation of the sums of m-dependent integer-valued random variables by a compound Poisson distribution will be discussed. The error estimates are obtained using the celebrated Stein’s method. The accuracy of the approximation is the same or better than the Berry-Esseen bounds. Some related results will also be mentioned.