Almost sure invariance principle for dynamical systems by spectal methods | Department of Mathematics

Almost sure invariance principle for dynamical systems by spectal methods

Event Information
Event Date: 
Thursday, September 24, 2015 - 5:00pm

Abstract: The almost sure invariance principle is a reinforcement of the central limit theorem which ensures that the difference between the trajectory of a process and the trajectory of a Brownian motion is relatively small almost surely. In this talk we will prove the almost sure invariance principle for stationary R^d - valued random processes and provide examples of applications towards dynamical systems.