Stable Laws and Limit Theorems

In course

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Description

This lecture covers the concept of stable laws and further limit theorems, discussing the implications of certain mathematical equations and the characteristics of stable distributions. It delves into the analysis of characteristic functions and the properties of random variables, exploring the stability of laws under different conditions. The lecture also touches upon the normalization process and the convergence of distributions, providing insights into the behavior of random variables in various scenarios.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_21sk84cb

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Ontological neighbourhood

Mathematics

Analysis: Calculus, Complex analysis

Algebra: Linear algebra

Probability theory: Topics in probability theory

Statistics

Statistical inference: Mathematical statistics

Logic

Classical logic: First-order logic

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