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Department of Mathematics,
University of California San Diego

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Math 295 - Mathematics Colloquium

Herbert Heyer

University of Tuebingen

Limit theorems for probability measures on convolution structures of growing dimension

Abstract:

Some central limit results on stochastic processes in a compact connected 2-point homogeneous space $E(d)$ of growing dimension $d$ are reformulated within the theory of polynomial convolution structures. This approach stresses the algebraic-topological relationship between those structures and the asymptotic properties of the stochastic processes under consideration, in particular of random walks and Gaussian processes on $E(d)$ with $d\to\infty$.

Sponsor: Pat Fitzsimmons

November 21, 2013

3:00 PM

AP&M 6402

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