Mathematical Sciences: Asymptotic Behaviour of Sequences of Random Variables and Applications

首席研究员将寻求获得一个新的 弱相依随机序列的中心极限定理 变量 其中一些结果将具有理论上的 性质，并将有助于澄清 一些老问题。 其他结果将有相当实际的 意义 研究的重点是渐近分布 弱相依随机变量部分和的正规化 部分和的标准差的估计。 这些 估计数将很容易从数据中计算出来。

The principal investigator will be seeking to obtain a new central limit theorem for sequences of weak dependent random variables. Some of the results will have a theoretical character and will be a contribution to the clarification of some old problems. Other results will have rather a practical meaning. The focus of the study is the asymptotic distribution of partial sums of weakly dependent random variables normalized by estimators of the standard deviation of partial sums. These estimators will be easily computable from data.