Theoretical Statistics and Mathematics Unit, ISI Delhi

April 2, 2014 (Wednesday) ,
3:30 PM at Webinar

Speaker:
Arijit Chakrabarty,
Indian Statistical Institute, Delhi

Title:
On the Lindeberg invariance principle

Abstract of Talk

The talk is on an extension of the Lindeberg's principle,
developed by Sourav Chatterjee. We start with the Lindeberg's proof of
the central limit theorem, and then extend the arguments to get a
general invariance result. The obtained result will be applied to
prove results in random matrix theory and extreme value theory.
This is an expository talk which should be accessible to an audience
with elementary knowledge in probability