In probability theory, the method of moments is a way of proving convergence in distribution by proving convergence of a sequence of moment sequences. This method was introduced by Chebyshev for proving the Central Limit Theorem (CLT). In this talk, I will introduce the method of moments and then apply it to prove CLT. Time permitting, we'll briefly discuss the proof of Wigner's Semicircle Law for Random Matrices. Speaker(s): Tejaswi Tripathi (University of Michigan)
Building: | East Hall |
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Event Type: | Workshop / Seminar |
Tags: | Mathematics |
Source: | Happening @ Michigan from Department of Mathematics, Student Analysis Seminar - Department of Mathematics |