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Seminario di Probabilità e Finanza Matematica: Asymptotic Results for some Preferential Attachment Models with Random Weights

Mercoledì 5 Febbraio 2014, ore 15:00 - Aula 1BC45 - Irene Crimaldi

ARGOMENTI: Seminari

Seminario di Probabilità e Finanza Matematica

Mercoledì 5 Febbraio 2014 alle ore 15:00 in aula 1BC45 la Prof.ssa Irene Crimaldi dell'Institute for Advanced Studies di Lucca terrà un seminario intitolato "Asymptotic Results for some Preferential Attachment Models with Random Weights".

Abstract
Various asymptotic results will be shown for the "randomly reinforced" versions of three popular models: Polya urn, Poisson-Dirichlet sequence and Indian buffet process.
The main central limit theorem will be stated for an arbitrary sequence of real random variables. Indeed, although this result has been thought for urn problems, it deals with the general problem of the rate of convergence of predictive distributions and empirical distributions for dependent data.

The main references are:
- P. Berti, I. Crimaldi, L. Pratelli, P. Rigo, "A central limit theorem and its applications to multicolor randomly reinforced urns", J. Appl. Probab., 48(2), 527-546
- P. Berti, I. Crimaldi, L. Pratelli, P. Rigo, "Central limit theorems for multicolor urns with dominated colors",
Stochastic Processes and their Applications, 120(8), 1473-1491
- F. Bassetti, I. Crimaldi, F. Leisen, "Conditionally identically distributed species sampling sequences", Adv. Appl. Probab., 42(2), 433-459
- P. Berti, I. Crimaldi, L. Pratelli, P. Rigo, "Central limit theorems for an Indian buffet model with random weights",
forthcoming in Annals of Applied Probability

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