[Turkmath:910] DEÜ Matematik Bölümü Seminer İlanı - Nezihe Turhan

[Celal Cem Sarioglu]

Değerli Liste üyeleri,

Dokuz Eylül Üniversitesi Matematik Bölüm Seminerleri kapsamında, 25 Aralık
2015 Cuma günü saat 14:00'te Nezihe Turhan (University of North

Carolina, Charlotte) konuşma yapacaktır. Konuşma ile ilgili detaylar
şöyledir.


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Speaker: Nezihe Turhan

Title: Limit Theorems for One Class of Ergodic Markov Chains

Abstract:
We begin with the intuitive background on Markov Chains, and then talk
about the necessity of positive recurrence assumption of a Markov Chain for
the existence of Central Limit Theorem. Then we introduce additive
functionals of countable Markov Chains and talk about two methods, namely,
Döblin method and Martingale approach, to prove the Central Limit Theorem
for the ergodic Loop Markov Chains.

Lastly, we introduce three Loop Markov Chain models, and construct the
Central Limit Theorem for them.

References
[1] P. Billingsley, The Lindeberg-LÈvy theorem for martingales, Proceedings
of the American Mathematical Society, 12 (1961), 788-792.
[2] K. L. Chung, Contributions to the theory of Markov Chains. II,
Transactions of the American Mathematical Society, 76 (1954), 397-419.
[3] K. L. Chung, "Markov Chains with Stationary Transition Probabilities",
Springer-Verlag, New York, 1967.
[4] M. I. Gordin, On the central limit theorem for a stationary random
processes, Doklady Akademii Nauk SSSR, 188 (1969), 739-741.
[5] I. A. Ibragimov, A central limit theorem for a class of dependent
random variables, Teor. Veroyatn. Primen., 8 (1963), 89-94.
[6] S. Molchanov, J. Whitmeyer, On the kernel of the covariance operator
for Markov semigroups, I., Applicable Analysis, (2015), 1-11.


Date and Time: 25.12.2015, at 14:00

Place: B206 (DEÜ Mathematics Department)
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Saygılarımla,
--
Celal Cem Sarıoğlu
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