Details

  • Date: Friday 28th May
  • Time: 2:00 pm – 3:00 pm
  • Venue: MA305, Math Building
  • Topic: Exact Rates of Convergence in Some Martingale Central Limit Theorems
  • Speaker: Dr Xiequan Fan, Centre of Applied Mathematics, Tianjin University
  • Organizer: Department of Statistics and Actuarial Science

Abstract

Renz (1996), El Machkouri and Ouchti (2007) and Mourrat (2013) have established some tight bounds on the rate of convergence in the Central Limit Theorem for martingales. In the present talk, we present some exact rates of convergence in the central limit theorem for martingales with differences having conditional moments of order 2+ρ, ρ>0. Our results generalise and strengthen the bounds mentioned above.

Speaker

Xiequan Fan is currently Associate Professor at Centre for Applied Mathematics, Tianjin University. He received his Ph.D. degree in Probability theory and Mathematical Statistics from University of South Brittany, France in 2013. His research interests include martingale inequalities, Cramer moderate deviations and Berry-Esseen’s bounds. His main research results are published in journals including Bernoulli, Stochastic Process. Appl., J. Stat. Mech. Theory E., Electron. J. Probab., Comm. Math. Statist. and Sci. China Math.