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Language:
The seminar will be in English, if there is at least one non-German speaking
participant.
Field:
Applied Mathematics, Stochastics
Description of the seminar:
In the lecture courses Introduction to Probability Theory and Statistics and Probability Theory 1 many main results, like the central limit theorem or the strong law of large numbers, are derived under the assumption of independent random variables. In this seminar, we will instead allow and consider different types of dependency structures on the random variables and compare them to each other. Studying various examples of stochastic processes with dependency structures the participants of this seminars will develop a deeper understanding of dependency and will get familiar with the typical proof techniques of this field.
The seminar follows the book [1]
Each participant is expected to give a 60 minutes. A handout containing
the most important definitions and results as well as short sketches of the proofs
should be prepared for the other participants.
Requirements:
The seminar is for advanced Bachelor students and Master students who want to specialize in
statistics and are already familiar with the topics typically covered in the lecture Probability
Theory I .
Reference:
[1] J. Dedecker, P. Doukhan, G. Lang, J. R. León R., S. Louhichi, and C. Prieur.
Weak dependence: with examples and applications,
Lecture Notes in Statistics 190, Springer 2007
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