On Friday, 2021-06-18, 16:00-17:00, our institute hosted the invited talk "Some convergence results for weighted sums of dependent random variables and applications" by Prof. Dr. Xuejun WANG [王学军] from the School of Mathematical Sciences of Anhui University [安徽大学数学科学学院]. We sincerely thank Prof. WANG for his exciting talk, which led to an interesting discussion. We have learned much from his work and also enjoyed the other two interesting research talks.

Talk Information

演讲题目: Some convergence results for weighted sums of dependent random variables and applications
报告人: 王学军
所属单位: 安徽大学数学科学学院
报告时间: 2021 年06 月18 日(星期五) 16:00-17:00
报告地点: 应用优化研究所会议室(合肥学院南艳湖校区53 栋920)
摘要: In this talk, the sufficient and necessary conditions for complete convergence and the Kolmogorov strong law of large numbers for weighted sums of m-extended negatively dependent random variables are presented. Some applications of the main results are also provided, including the weak and strong consistency of the least squares estimator in multiple linear regression models, strong consistency of conditional Value-at-risk estimator, and the asymptotics of the quasi-renewal counting process. In addition, we study the complete f-moment convergence for arrays of rowwise extended negatively dependent random variables. Finally, some numerical simulations are carried out to confirm the theoretical results.
简介: 王学军,安徽大学理学博士、教授、博士生导师、数学科学学院副院长、安徽省杰 出青年基金获得者,入选安徽省学术和技术带头人后备人选。曾于2014 年8 月-2015 年8 月 访问新加坡南洋理工大学数学系。主要从事概率极限理论、统计大样本理论及其应用等方面 的研究,在Bernoulli、TEST、JSPI、JOTP、中国科学等期刊上发表论文60 余篇。主持国家 自然科学基金项目3 项、省部级项目多项。曾获安徽省科学技术奖三等奖两次、安徽省教学 成果奖一等奖和三等奖各一次、安徽省首届“青年数学奖”、安徽大学第十届李世雄奖、安徽 省教坛新秀。担任SCI 期刊《Journal of Mathematical Inequalities》的编委、全国工业统计学 教学研究会理事、中国现场统计研究会生存分析分会副秘书长、中国现场统计研究会大数据 统计分会常务理事、中国现场统计研究会高维数据统计分会常务理事、安徽省数学会理事等。
主办单位: 人工智能与大数据学院、应用优化研究所
联系人: 吴自军
联系电话: 13661166270


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