Probability Theory

Uniformity of Points

Quantifying uniformity of a configuration of points on a space is a topic that is receiving growing attention in computer science, physics and mathematics. The problem has interesting connections with statistics, where several tests of uniformity have been introduced.

Necessary and sufficient conditions for the CLT under the unconditional Lindeberg condition

International conference

Ergodic Theorems for Extended Real-Valued Random Variables

We first establish a general version of the Birkhoff Ergodic Theorem for quasi-integrable extended real-valued random variables without assuming ergodicity. The key argument involves the Poincaré Recurrence Theorem. Our extension of the Birkhoff Ergodic Theorem is also shown to hold for asymptotic mean stationary sequences. This is formulated in terms of necessary and sufficient conditions. In particular, we examine the case where the probability space is endowed with a metric and we discuss the validity of the Birkhoff Ergodic Theorem for continuous random variables. The interest of our results is illustrated by an application to the convergence of statistical transforms, such as the moment generating function or the characteristic function, to their theoretical counterparts.

Variations around an Ergodic Theorem

Seminar

A Functional Version of the Birkhoff Ergodic Theorem for a Normal Integrand: A Variational Approach

In this paper, we prove a new version of the Birkhoff ergodic theorem (BET) for random variables depending on a parameter (alias integrands). This involves variational convergences, namely epigraphical, hypographical and uniform convergence and requires a suitable definition of the conditional expectation of integrands. We also have to establish the measurability of the epigraphical lower and upper limits with respect to the $\sigma$-field of invariant subsets. From the main result, applications to uniform versions of the BET to sequences of random sets and to the strong consistency of estimators are briefly derived.

A Functional Version of the Birkhoff Ergodic Theorem for a Normal Integrand: A Variational Approach

Seminar

A Functional Version of the Birkhoff Ergodic Theorem for a Normal Integrand: A Variational Approach

Seminar

A Functional Version of the Birkhoff Ergodic Theorem for a Normal Integrand: A Variational Approach

Seminar

A Functional Version of the Birkhoff Ergodic Theorem for a Normal Integrand: A Variational Approach

International conference

A Functional Version of the Birkhoff Ergodic Theorem for a Normal Integrand: A Variational Approach

Seminar