Counterexamples in the Central Limit Theory of Markov Chains

Date

September 5, 2007

Speaker

Olle Haggstrom

Affiliation

Chalmers, Sweden

Overview

My involvements in the study of central limit theorems for Markov chains tend to be of the following form: I learn from Jeff Rosenthal about something that is believed to hold, and a counterexample that overthrows the belief soon presents itself. I will recall a couple of such events, and explain the (fairly instructive) counterexamples.

Speakers

Olle Haggstrom

Olle Haggstrom earned his Ph.D. in mathematical statistics in 1994 at Chalmers, Sweden, where he is now a professor of the same subject. His main research area is probability theory. He is a member of the Royal Swedish Academy of Sciences, and has served as chairman of the Swedish Mathematical Society.