You are welcome to attend the following Statistics and Stochastic colloquium (part of the Colloquium Series of the Department of Mathematics and Statistics) at La Trobe University.
Title: Strong Laws Under Trimming – A Comparison Between IID Random Variables and Dynamical Systems
Speaker: Dr Tanja Schindler, ANU College of Business and Economics
Time & Date: 12 noon AEDT Friday 22 February 2019
Venue: Room 310, Physical Sciences 2, La Trobe University, Melbourne Campus.
Abstract: Trimming, i.e. removing the large entries of a sum of random variables, has a long tradition to prove limit theorems which are not valid if one considers the untrimmed sum – for example a strong law of large numbers for random variables with an infinite mean. In this talk I will first give a background about strong laws of large numbers for iid random variables. Then I will give an introduction into some classes of dynamical systems – they seem to describe natural phenomena better than iid random variables. Following that I will give a comparison of strong laws of large numbers for iid random variables and for dynamical systems.
The talk is based on the paper ‘Strong Laws of Large Number for Intermediately Trimmed Brikhoff Sums of Observables with Infinite Mean‘ plus a number of preprints (partly joint work with M. Kesseböhmer)