Department of Mathematics and Statistics

Department of Mathematics and Statistics
Department of Mathematics and Statistics

Department Colloquium


Kasun Fernando (University of Toronto)

Friday, January 17th, 2020

Time: 2:30 p.m.  Place: Jeffery Hall 234

Speaker: Kasun Fernando (University of Toronto)

Title: Error terms in the Central Limit Theorem.

Abstract: Expressing the error terms in the Central Limit Theorem as an asymptotic expansion (commonly referred to as the Edgeworth expansion) goes back to Chebyshev. In the setting of sums of independent identically distributed (iid) random variables, sufficient conditions for the existence of such expansions have been extensively studied. However, there is almost no literature that describe this error when the expansions fail to exist. In this talk, I will discuss the case of sums of iid non-lattice random variables with $d+1$ atoms. It can shown that they never admit the Edgeworth expansion of order d. However, using tools from Homogeneous Dynamics, it can shown that for almost all parameters the Edgeworth expansion of order $d-1$ holds and the error of the order $d-1$ Edgeworth expansion is typically of order $n^{-d/2}$ but the order $n^{-d/2}$ terms have wild oscillations (to be made precise during the talk). This is a joint work with Dmitry Dolgopyat.

Kasun Fernando is a postdoctoral fellow in the Department of Mathematics at the University of Toronto. He completed his Ph.D. in 2018 at the University of Maryland, College Park. His research is primarily focused on possible extensions of this theory of asymptotic expansions to more general settings that are not included in the classical theory, including the case of random variables arising as observations of chaotic dynamical systems.