Seminar at SMU Delhi

March 12, 2014 (Wednesday) , 3:30 PM at Webinar
Speaker: Ali Saeb, University of Mysore, Mysore, Karnataka
Title: On entropies convergence of max domain of attraction and max stable laws
Abstract of Talk
Max stable laws are limit laws of linearly normalized partial maxima of independent, identically distributed (iid) random variables (rvs). These are analogous to stable laws which are limit laws of normalized partial sums of iid rvs. In this paper, we study Shannon entropy and Renyi entropy limit theorems for distribution functions in the max domain of attraction of max stable laws under linear normalization. Also, we study the rate of convergence for Renyi entropy for linearly normalized partial maxima.