Monday, November 19, at 327 Yost
Refreshments: 1:30 - 1:45 p.m, Talk: 1:45
- 2:45 p.m.
The theory of convergence of densities of partial sum processes to
some density (normal or stable) originated from the famous de Moivre central
limit theorem. We discuss recent developments of such type of results for stable distributions beyond the case of Markov chains. We also formulate almost sure versions of this type of weak convergence.