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Probability Seminar: Stein’s method for Conditional Central Limit Theorem

Event Type
Seminar/Symposium
Sponsor
n/a
Location
347 Altgeld Hall
Date
Oct 5, 2021   2:00 - 3:00 pm  
Speaker
Grigory Terlov
Contact
Daesung Kim
E-Mail
daesungk@illinois.edu
Views
12

Abstract: It is common in probability theory and statistics to study distributional convergences of sums of random variables conditioned on another such sum. In this talk I will present a novel approach using Stein’s method for exchangeable pairs that allows to derive conditional central limit theorem of the form $(X_n | Y_n=k)$ with explicit rate of convergence as well as its extensions to multidimensional setting. We will apply these results to particular models including pattern count in a random binary sequence and subgraph count in Erdös-Rényi random graph. This talk is based on joint work with Partha S. Dey https://arxiv.org/abs/2109.09274.

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