Limiting Expectations: The Central Limit Phenomenon

Series
Stochastics Seminar
Time
Thursday, November 14, 2024 - 3:30pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
David Grzybowski
Organizer
Benjamin McKenna

The normal distribution appears in a wide and disparate set of circumstances, and this ubiquity is explained by the central limit phenomenon. This talk will explore several forms of the central limit theorem, as well as different methods of proof. Highlights include a new method of moments proof for entries on a hypersphere sphere and results for traces of large random matrices utilizing the Malliavin-Stein method.