seminar: Strong laws under trimming - comparison between iid random variables and dynamical systems
speaker: Tanja Isabelle Schindler (Universität Wien)abstract: Trimming, i.e. removing the largest entries of a sum of iid random variables, has a long tradition in proving limit theorems which are not valid if one considers the untrimmed sum - for instance a strong law of large numbers for random variables with an infinite mean.
For certain ergodic transformations (e.g. piecewise expanding interval maps) and certain observables over these transformations the results are essentially the same as in the iid case.
However, considering the same ergodic transformation and an observable with a different distribution function, the system can behave completely different to its iid counterpart.
I will give an overview of some of the (sometimes surprising) trimming results in the dynamical systems setting.
This is partly joint work with Marc Kesseböhmer.
timetable:
Thu 21 Nov, 11:30 - 12:30, Sala Conferenze Centro De Giorgi
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