Local limit theorems: Theory and mathematical applications.
September 26, 2007 AH 106
Abstract
The classical local limit theorem in mathematics is Abraham de Moivre's
theorem for binomial probabilities in 1733, which was published in the
second edition of his Doctrine of Chance. His theorem is taught in
elementary classes on probability and serves as a starting point for our
discussion. The theory has been developed for independent random variables
mainly by the russian school around Kolmogorov using Fourier analysis and
for Markov chains by Nagaev using spectral analysis. New developments
include time series arising in dynamics. I am planning to discuss in
addition two applications, one to conservativity problems for group
extensions and the other one to the rate of convergence of Poincare series
in hyperbolic geometry. If time permits I will also present a recent new
outlook on de Moivre's theorem.
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