Title: An Introduction to the Central Limit Theorem
Speaker: Yeor Hafuta, Zassenhaus Assistant Professor
Abstract: The central limit theorem (CLT) is a statistical phenomena occurring in many natural models. In its basic form it states that the distribution of an appropriately normalized sum of independent and identically distributed random variables is approximately the standard normal distribution ("a bell curve"). In this talk I will present this theorem and also several related theorems which have applications in statistics (e.g theorem concerning the rate of convergence). I will also discuss several extensions of such results to sums generated by stationary Markov chains and several types of dynamical systems (which are more realistic models). If times permits I will talk briefly about several relatively new results in this direction such as convergence rate in the CLT for random dynamical systems.
A tea reception will be held starting at 4:00pm in the alcove just outside CH240 (Cockins Hall side of CH240).
