An Introduction to Quantitative Aspects of the Central Limit Theorem

The Department of Mathematics in the College of Arts and Sciences is honored to welcome Dr. Yeor Hafouta to deliver the weekly colloquium. Dr. Hafouta is a Postdoctoral Researcher in the Mathematics Department, University of Maryland, where he works in probability, particularly probabilistic limit theorems for non-stationary ”weakly dependent” sequences of random variables.

Abstract: In the first part we will review some quantitative aspects of the classical CLT (aka Berry-Esseen theorems). We will also describe some applications (e.g. approximation of pi via Monte Carlo methods). In the second part we will discuss recent versions of the Berry-Esseen theorem in L^p, from a result of S. Bobkov (2018) for independent random variables to more recent results for “weakly dependent” random variables like Markov chains, products for random matrices and hyperbolic dynamical systems (all the processes will be described through explicit examples).

Please contact Kim Canino for the zoom link.