Title: Statistical estimation of integrals over infinite measure spaces
Speaker: Krishna B. Athreya (Iowa State University, Ames, USA and IISc Mathematics)
Date: 17 January 2014
Time: 3:30 – 4:30 pm
Venue: LH-1, Mathematics Department

Given a L1 function f over an infinite measure space S how does one estimate the integral of f using statistical tools? In this talk we propose using regenerative sequences with heavy tails to do this. We obtain a consistent estimator and show the rate of convergence is slower than $1/\sqrt{n}$. When S is countable the SSRW works.


Contact: +91 (80) 2293 2711, +91 (80) 2293 2265
E-mail: chairman.math[at]iisc[dot]ac[dot]in