Some Results on Probabilities of Moderate Deviations
报告人：祁永成(University of Minnesota Duluth)
时间：2024-06-26 14:00-15:00
地点：智华楼王选报告厅-101
Abstract:
Consider a sequence of independent and identically distributed non-degenerate real-valued random variables with a finite second moment. We obtain precise asymptotic estimates for the probabilities of moderate deviations of the partial sums. Those known results under assumption of high moments in the literature depend on the variance of the underlying distribution only. The moderate deviation results established in this paper depend on both the variance and the asymptotic tail behavior of the underlying distribution.
About the Speaker:
祁永成是美国Minnesota大学Duluth分校数学与统计系教授，1987年获得304am永利集团理学士学位，1992年获得304am永利集团概率统计博士学位，1994年至1997年任教于304am永利集团概率统计系，2001年获得美国 Georgia大学统计学博士学位。 祁永成博士的研究方向包括： 概率统计中的极限定理， 极值统计， 经验似然方法，高维数据与随机矩阵理论等。目前已经发表论文100余篇。
