Weekly Activities

Central and Non-central limit theorems for functionals of stationary Gaussian fields
Speaker: Pham Viet Hung

Time: 14h00, Thursday, June 11, 2020

 

Online via google meet meet.google.com/odg-dijq-dhs

Abstract: In this talk, we will give a brief survey on Central and Non-central limit theorems for functionals of stationary Gaussian fields. We recall Breuer-Major theorem for CLT and some recent results on the rate of convergence by Stein method. For non-central limits, we present Hermite and Rosenblatt distribution, their properties and also the rate of convergence.

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