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
$O(n^{-1/2}$.