[Forum SIS] Seminari PECCATI ed EL-DAKKAK

[Matteo Ruggiero]

****************************************************************
STATISTICS SEMINARS  -  COLLEGIO CARLO ALBERTO
****************************************************************	

Venerdi' 1 Marzo 2013, presso la sala rossa del 
Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari:

h. 11.00

GIOVANNI PECCATI (University of Luxembourg)
	
UNIVERSALITY AND CHAOS

Abstract:
I will describe some recent advances involving universality 
results for homogeneous sums, both in a classic and free setting. 
Many connection with influence functions, as well as applications 
to random matrices will be highlighted.
 

h. 12.00

OMAR EL-DAKKAK (Université Paris Ouest)

EXCHANGEABLE HOEFFDING DECOMPOSITIONS: 
CHARACTERIZATIONS AND COUNTEREXAMPLES

Abstract:
Since the pioneering work of Hoeffding in 1948, the so-called 
Hoeffding-ANOVA decompositions proved to be a very effective 
tool in obtaining limit theorems and have been widely used in 
various applications. In this talk, we present the main elements 
of the theory of Hoeffding decompositions for (infinitely extendible) 
exchangeable sequences, as it has developed in recent years. 
We start by presenting a necessary and sufficient condition, due 
to G. Peccati, for an exchangeable sequence to admit such a 
decomposition. We then focus on sequences taking values in 
finite sets. In this framework, we derive a combinatorial characterization 
of the system of predictive probabilities of Hoeffding-decomposable 
exchangeable sequences and deduce two characterization results 
in terms of the associated de Finetti measures. These results, as well 
as one non trivial couterexample, will lead us to a brief discussion on 
quite an unexpected link between the notions of Hoeffding-decomposability 
and urn processes. We end the talk by presenting a conjecture on a 
characterization of Polya sequences.


Tutti gli interessati sono invitati a partecipare.

Il seminario e' organizzato dalla "de Castro" Statistics Initiative
(http://www.carloalberto.org/stats) in collaborazione con il 
Collegio Carlo Alberto.
Il programma dei seminari puo' essere consultato alla pagina
http://www.carloalberto.org/events/seminars/statistics/


---------
Matteo Ruggiero
University of Torino & Collegio Carlo Alberto
http://web.econ.unito.it/ruggiero