报告人：桑海林教授（University of Mississippi，美国密西西比大学）
报告题目：Local limit theorem for linear random fields
报告时间：2021.9.12 上午：9:00-11:00
Zoom: https://olemiss.zoom.us/my/hsang
报告摘要：We establish local limit theorems for linear random fields when the i.i.d.
innovations have finite second moment or the innovations have infinite second moment and belong to the domain of attraction of a stable law with index
under the condition that the innovations are centered if 
and are symmetric if 
. When the coefficients are absolutely summable we do not have restriction on the regions of summation. However, when the coefficients are not absolutely summable we add the variables on unions of rectangle and we impose regularity conditions on the coefficients depending on the number of rectangles considered. Our results are new also for the dimension 1, i.e. for linear sequences of random variables. The examples include the fractionally integrated processes for which the results of a simulation study is also included. This talk is based on joint work with Timothy Fortune, Magda Peligrad,
Yimin Xiao and Guangyu Yang.
