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.