Esseen 100 Years

Contribution List

10. Welcome

Allan Gut

17/09/2018, 11:00

8. Esseen's contribution and recent results in investigation of the rate of convergence in the central limit theorem

Irina Shevtsova

17/09/2018, 11:15

Starting from the central limit theorem due to Lyapunov we give an overview of Esseen’s fundamental results in investigation of the rate of convergence in the CLT. We present a wide class of Berry-Esseen-type inequalities providing estimates of the accuracy of the normal approximation to distributions of sums of independent random variables in various metrics and involving various...

5. Berry-Esseen for summands Zolotarev-zeta-close to normal

Lutz Mattner (Universität Trier)

17/09/2018, 13:05

See [attached abstract here](https://indico.uu.se/event/459/material/0/0.pdf)

1. Mixing Times for Random Walks on Dynamical Percolation

Jeffrey E. Steif

17/09/2018, 14:00

In this talk, I will discuss the mixing behavior of random walk on dynamical percolation. In this model, the edges of a graph G are either open or closed and they refresh their status at rate μ, while at the same time a random walker moves on G at rate 1, but only along edges which are open. Restricting to the d-dimensional torus with side length n, I will discuss the mixing time (how...

6. Asymptotics for Petersburg games with trimming

Anders Martin-Löf

17/09/2018, 15:45

A sequence of Petersburg games is considered, and the asymptotics of the total gain is demonstrated. When the largest gains are deleted the total has another asymptotics which can be derived.

11. .

Torbjörn Thedéen

17/09/2018, 16:20

0. From Esseen to Stein

Adrian Röllin (National University of Singapore)

18/09/2018, 10:00

One key ingredient in Carl-Gustav Esseen’s proof of the Berry-Esseen bound is a smoothing inequality that quantifies the distance between two distribution functions in terms of the distance between their characteristic functions. What is well-known is how to use this inequality with a subsequent Taylor expansion of the characteristic functions to proof the Berry-Esseen bound. What is not so...

7. Conditions for convergence of random coefficient AR(1) processes in higher dimensions

Torkel Erhardsson

18/09/2018, 11:20

[See attached abstract](https://indico.uu.se/event/459/material/0/1.pdf)

9. Peak numbers and other statistics of random permutations

Svante Janson

18/09/2018, 11:40

2. On the compound Poisson approximation for convolutions of probability measures

Bero Roos

18/09/2018, 13:00

We consider the approximation of a convolution of possibly different probability measures by a compound Poisson distribution and also by related signed measures of higher order. We present new total variation bounds having a better structure than those from the literature. A numerical example illustrates the usefulness of the bounds. The proofs use arguments from [1] and [2] in combination...

3. The unexpected influence of a mathematician - on engineering - and on statistics

Georg Lindgren

18/09/2018, 13:55

I will describe some crucial steps in the history of Swedish mathematical statistics, starting with the first timid steps at the beginning of the twentieth century, finishing with Carl Gustav Esseen's almost 20 years as professor at the Royal Institute of Technology, 1949-1967. I will illustrate the great influence he had on developing technologies as examples of the necessary but...