School of Mathematical Sciences
Monday, April 23, 2012
Schreiber 006, 12:15
Université de Provence, France
Upper functions for a collection of random variables and adaptive
The main objective of the talk is to look from a unique point of view at
some phenomena arising in different areas of probability theory
and mathematical statistics.
In particular, we will try to understand what is common between
classical probabilistic results, such as the law of iterated logarithm for
example, and a well-known problem in adaptive estimation called price to pay
for adaptation. Why do there exist two different kinds of this price? It turned
out that all of these and many others problems can be reduced to finding
upper functions for a collection of positives random variables.
Coffee will be served at 12:00 before the lecture
at Schreiber building 006