機率研討會
主講者: Prof. Herold Dehling (Ruhr-Universitaet Bochum)
講題: Asymptotic Distribution of U-Statistics and U-Processes of Dependent Data
時間: 2008-02-18 (Mon.)  14:10 - 15:30
地點:
Abstract: U-statistics were introduced in the late 1940s independently by Paul Halmos and Wassili Hoeffding as generalizations of the sample mean. In our talk we will first give a survey of large sample theory for U-statistics of independent data, with special emphasis on the so-called degenerate case. Motivated e.g. by chaotic dynamical systems models for time series, there has lately been a lot of interest in U-statistics and empirical U-processes of dependent observations. We will report on some recent work in this area.
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