- Series
- Stochastics Seminar
- Time
- Thursday, March 15, 2012 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- skyles 006
- Speaker
- Vygantas Paulauskas – Vilnius University, Lithuania
- Organizer
- Karim Lounici
In
the talk we demonstrate the usefulness of the so-called Beveridge-Nelson
decomposition in asymptotic analysis of sums of values
of linear processes and fields. We consider several generalizations
of this decomposition and discuss advantages and shortcomings of this
approach which can be considered as one of possible methods to deal
with sums of dependent random variables. This decomposition is
derived for linear processes and fields with the continuous time
(space) argument. The talk is based on several papers, among them [V.
Paulauskas, J. Multivar. Anal. 101,
(2010), 621-639] and [Yu. Davydov and V. Paulauskas, Teor. Verojat.
Primenen., (2012), to appear]