Some upper and lower bounds on the variance of functions of independent random variables
- Series
- Probability Working Seminar
- Time
- Tuesday, January 13, 2026 - 15:30 for 1.5 hours (actually 80 minutes)
- Location
- Skiles 006
- Speaker
- Christian Houdré – Georgia Institute of Technology – houdre@math.gatech.edu
Please Note: First of several talks.
I'll present various methods, some old, some new, leading to estimates on the variance of $f(X_1, X_2, \dots, X_n)$ where
$X_1, X_2, \dots, X_n$ are independent random variables. These methods will be illustrated with various examples.