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Philippe Moreillon: Strong law of large numbers under the assumption of weak covariances

Tid: Fr 2019-11-22 kl 13.15 - 15.00

Föreläsare: Philippe Moreillon

Plats: KTH, 3418

This talk is aimed at a general audience and based on a recent article of A.Abdesselam.
I will present and prove an extension of the classical law of large numbers, for random variables which are no longer independent, but whose covariances have a strong enough decay. The approach that shall be presented has the advantages of being straightforward, of relying only on elementary tools (Bienaymé-Tchebychev's inequality and Borel-Cantelli lemma) and of yielding a speed of convergence. The underlying method finds its roots in quantum field theory.

Innehållsansvarig:webmaster@math.kth.se
Tillhör: Institutionen för matematik
Senast ändrad: 2019-11-15