Limit theorems for dynamical systems via martingale approximations

We will emphasize how to approach dynamical systems from a probabilistic perspective (or stochastic processes from a dynamical perspective). With that in mind, we will discuss a technique available for proving probabilistic limit theorems for a class of dynamical systems (or stationary stochastic processes), the so-called Gordin's martingale approximation. We will introduce this technique via a hands-on case study: proving a Central Limit Theorem.

Date and Venue

Start Date
Venue
Room FC1.108
End Date

Speaker

Lucas Amorim

Speaker's Institution

UC|UP Joint PhD Program

Files

Area

CMUP Informal PHD Seminar

Financiamento