2012 - 2013
Workshop on Limit Theorems in Probability
January 02 - 08, 2013
|
Ever since Jacob Bernoulli's proof of the law of large numbers for
Bernoulli random variables first appeared in 1713, the subject of
limit theorems has been a driving force for the development of
probability theory as a whole. The elucidation of different flavours
of laws of large numbers, central limit theorems and laws of iterated
logarithm, their extensions to Markov chains or sums of weakly
dependent or stationary processes, limit theorems for Banach space
valued random variables, etc., have given rise to a rich theory as
well as the basic set of tools for tackling any problem involving
randomness.
Today, 300 years after the landmark result of Bernoulli, it is
worthwhile to look back at the way in which the search for limit
theorems has shaped the subject. It is also fruitful to consider how
the emphasis has evolved over time from simple limit theorems to
getting bounds on the rates of convergence or obtaining inequalities,
which are of more immediate relevance in applications to finite
samples. The current workshop and conference will focus on some of
these topics, and also more broadly on issues of current interest to
probabilists.
The workshop will consist of five or six short courses on a variety of
topics, aimed at the level of advanced graduate students, but also of
interest to researchers in probability and related fields. The
conference following the workshop will have lectures on recent
developments in various relevant fields of probability.
|