活动详情

  • 日期:5月28日
  • 时间:2:00 pm – 3:00 pm
  • 地点:MA305, Math Building
  • 主题:Exact Rates of Convergence in Some Martingale Central Limit Theorems
  • 主讲人:Dr Xiequan Fan, Centre of Applied Mathematics, Tianjin University
  • 主办方:Department of Statistics and Actuarial Science

活动简介

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.

主讲人

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.