Seminar at SMU 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