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The Lindeberg central limit theorem under the sub-linear expectation

作者:   时间:2020-12-09   点击数:

Keynote Speaker:Zhang Lixin

Abstract:

The Lindeberg central limit theorem is a fundamental result and basic tool in the study of the convergence of stochastic processes. In this talk, we will introduce the functional central limit theorem for martingale like random vectors under the framework sub-linear expectations introduced by Shige Peng. As applications, the Lindeberg central limit theorem for independent random vectors is established, the sufficient and necessary conditions of the central limit theorem for independent and identically distributed random vectors are found.

Introduction to the Speaker:

Zhang Lixin is a professor at the School of Mathematical Sciences, Zhejiang University; and a Truth Seeking Specially-appointed Professor of Zhejiang University. He graduated from Fudan University with Doctor of Science degree in 1995, was promoted to be a professor in 1997, and worked successively as Deputy Director, Standing Deputy Director and Director of the Institute of Statistics Science of Zhejiang University from 2001 to 2012, as the Deputy Director of School of Mathematics of Zhejiang University from 2009 to 2015, and as the Associate Dean of School of Mathematical Sciences of Zhejiang University from 2015 to September 2017. He is now the Deputy Director of Center for Data Science of Zhejiang University, Managing Director of China Field Statistics Research Institute, Managing Director of Chinese Society of Probability and Statistics, and Chairman of Zhejiang Field Statistics Research Institute. He is mainly engaged in the research of probability limit theory, dependent data model, adaptive randomization design of clinical trials and other fields. He has published more than 170 academic papers and presided over 5 general projects of the National Natural Science Foundation of China, 1 project of National Science Fund for Distinguished Young Scholars and 1 key project successively. In 2008, he was selected into the "Program for New Century Excellent Talents in the University" of the Ministry of Education. In 2018, he was included in Leading Talents in Scientific and Technological Innovation in Zhejiang Province, and in 2020, he was rated as the Institute of Mathematical Statistics Fellow.

Inviter:

Wu Panyu

Time:

10:00-11:00 on December 11 (Friday)

Location:

Tencent Meeting, ID: 983 432 558

Sponsored by: School of Mathematics, Shandong University

地址:中国山东省济南市山大南路27号   邮编:250100  

电话:0531-88364652  院长信箱:sxyuanzhang@sdu.edu.cn

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