School Seminars and Colloquia

Limit theorems for sums of independent random variables in case of the Cauchy limiting law

Joint Seminar Series on Stochastic Processes and Financial Mathematics

by Valentin V Petrov


Institution: St. Petersburg University
Date: Thu 23rd February 2006
Time: 1:15 PM
Location: Room 213, Richard Berry Building, The University of Melbourne

Abstract: Asymptotic expansions are given in limit theorems for sums of independent
random variables having a common distribution when the mean value does not
exist.

For More Information: Aihua Xia tel. 03 8344 4247 email: a.xia@ms.unimelb.edu.au