AIS -Weak Convergence With Applications in Statistics (2010)

Venue: Department of Statistics, University of Pune
Dates: 1 - 25 June, 2010


Convener(s) Speakers, Syllabus and Time table Applicants/Participants


School Convener(s)

Name U. V. Naik-Nimbalkar T. V. Ramanathan
Mailing Address

Department Statistics
University of Pune
Pune 411 007

Department Statistics
University of Pune
Pune 411 007


Speakers and Syllabus 



S.No Name
1 G. B. Marathe
2 M. B. Rajarshi
3 J. V. Deshpande
4 M. M. Kale
5 T. V. Ramanathan
6 S. R. Deshmukh
7 U. V. Naik-Nimbalkar

Detailed Syllabus

  • Weak convergence - Preliminaries
  • Hilbert Space, Separable metric spaces and Polish spaces, C[0,1], D[0,1]
  • Brownian process, Brownian Bridge, Diffusion processes.
  • Empirical processes and weak convergence, Applications to goodness of fit statistics.
  • U-statistics and their asymptotic distributions
  • Kaplan-Meir estimator and its asymptotic distribution, Applications in survival analysis.
  • Statistical (Differentiable) Functionals and their asymptotic distributions, Applications to bootstrap.
  • Mixing processes and central limit theorems
  • Weak convergence of empirical processes of dependent random variables.
  • Martingale central limit theorems and their applications in inference in stochastic processes.
  • MCMC methods (theory) and applications
  • Poisson Approximation theorems.



 Selected Applicants