[Forum SIS] Seminario ARLOTTO

[Matteo Ruggiero]

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STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO
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Venerdi' 20 Febbraio 2015 alle ore 12:00, 
presso la sala rossa del Collegio Carlo Alberto, 
Moncalieri (TO), si terra' il seguente seminario:


Alessandro ARLOTTO (Duke University)

SEQUENTIAL DECISIONS, TIME DEPENDENCE, AND CENTRAL LIMIT THEOREMS


Abstract:
We prove a central limit theorem for the sum of functions of (1+m)-dimensional vectors from a time non-homogeneous Markov chain and we show several examples in which this central limit theorem can be used to easily establish the asymptotic normality of the optimal total reward of finite horizon Markov decision problems. By choosing m=0 we recover the classic central limit theorem of Dobrushin (1956).
Joint work with J.M. Steele.


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.

Cordiali saluti, 
Matteo Ruggiero


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Matteo Ruggiero
University of Torino and Collegio Carlo Alberto
http://sites.carloalberto.org/ruggiero