


Some results on dependent random variables



Description: 
In recent years, concepts of dependence have been the focus of substantial research activity and applications of dependent random variables can be found in many different fields. In the first part of this talk some classes of dependent random objects are presented together with various examples. The second part of the presentation is devoted to sequences of strong demimartingales. For these random variables, a central limit theorem is obtained by utilizing Zolotarev's ideal metric and the fact that a sequence of strong demimartingales is ordered with the sequence of its independent duplicates via the convex order. Furthermore, for the class of demimartingales a Whittletype inequality is proved that generalizes a result provided by Prakasa Rao (2002). The Whittletype inequality is instrumental for obtaining several maximal and moment inequalities. Finally, the family of randomly indexed demimartingales is introduced and for this class of random variables some asymptotic results are presented.

Date: 
20171124

Start Time: 
14:30 
Speaker: 
Milto Hadjikyriakou (Univ. of Central Lancashire, Cyprus)

Institution: 
Univ. of Central Lancashire, Cyprus

Place: 
Room 5.5

Research Groups: 
Probability and Statistics

See more:

<Main>










