学术讲座

【75周年学术校庆统计与数学学院系列学术讲座】预告:Florence Castano-Merlevede:Quadratic transportation cost in the central limit theorem for dependent sequences

发布者:沈彤发布时间:2023-09-21浏览次数:10

报告题目: Quadratic transportation cost in the central limit theorem for dependent sequences

主讲人Florence Castano-Merlevede( Gustave Eiffel University)

报告时间202392519:00-20:00

报告地点:腾讯会议:152-968-939

摘要: In this talk, we give estimates of the quadratic transportation cost in the central limit theorem for a large class of dependent sequences. In particular, application to non uniformly expanding maps will be provided. The estimates will  be also useful to provide new results for strong approximations for dependent random variables. This talk is based on  joint works with J. Dedecker and E. Rio.

 

主讲人简介:Florence Merlevède is a French probability theorist whose research interests focus on dependent and weakly dependent random variables, including Bernstein inequalities and central limit theorems for these variables. She is a professor in the laboratory of analysis and applied mathematics at Gustave Eiffel University (France), associated with the research group on probability and statistics there.

   F. Merlevède earned her Ph.D. at Pierre and Marie Curie University in 1996. She has published 85 papers in journals including Annals of Probability, Probability Theory and Related Fields, Ergodic Theory and Dynamical Systems, Bernoulli,....  She is coauthor of the book Functional Gaussian Approximation for Dependent Structures (Oxford University Press, 2019). She is or was in the editorial board of  several international journals: Probability Theory and Related Fields, Journal of Theoretical Probability and Stochastic Processes and their Applications.In 2021, F. Merlevède was named a Fellow of the Institute of Mathematical Statistics, for outstanding contributions to the field of dependent random variables, especially for fundamental results concerning the conditional limit theorems, rates of convergence in the central limit theorem, and large random matrices.