Lecture

Stable Laws and Limit Theorems

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In course

MATH-432: Probability theory

The course is based on Durrett's text book Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals. ...

Description

This lecture covers the concept of stable laws and further limit theorems, discussing the implications of certain mathematical equations and the characteristics of stable distributions. It delves into the analysis of characteristic functions and the properties of random variables, exploring the stability of laws under different conditions. The lecture also touches upon the normalization process and the convergence of distributions, providing insights into the behavior of random variables in various scenarios.

Instructor

Thomas Mountford

Teaching & PhD Past EPFL PhD Students Damien Gauthier, Samir Brahim Belhaouari, Driss Baraka, Daniel Rodrigues Valesin, Samuel Schöpfer, Kamran Kalbasi, Jacques Saliba, Hao Xue, Keming Chen Past EPFL PhD Students as codirector Guillaume Charles Woessner Courses Analysis I MATH-101(d) Study the fundamental concepts of analysis, and the differential and integral calculus of real-valued functions of one real variable. Markov chains MATH-332 The course follows the text of Norris

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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