General Glivenko- Cantelli Theorem
Prof. Krishna B. Athreya
IOWA State University, USA
| Speaker |
Prof. Krishna B. Athreya
IOWA State University, USA
|
|---|---|
| When |
Aug 07, 2018
from 04:00 PM to 05:00 PM |
| Where | LH 006 |
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Abstract: The classical version of Glivenko Cantelli theorem says: let X sub I , i = 1, 2, 3, ..be real valued r.v. with cdf F(x) then the empirical cdf based on X sub i , i = 1,2,3,....n converges wp1 as n goes to infinity to F uniformly over R. In this talk this theorem is generalised to cover Markov chains, exchangeable sequences and regenerative sequences. Some open problems will also be posed.