Applied Math Seminar
Winter Quarter 2001
3:15 - 4:15 p.m.
Sloan Mathematics Corner
Building 380, Room 380-C


March 2, 2001

Jan Wehr
University of Arizona

Gaussian and nongaussian limit theorems
for iterations of nonlinear average

Abstract:

Classical probability theory studies asymptotic behavior of suitably scaled arithmetic means of independent random variables. Several problems in mathematical physics lead to analogous questions in which the arithmetic means are replaced by iterations of nonlinear functions which have some averaging properties. An analog of the law of large numbers holds in a large class of such models but, unlike in the classical case, the fluctuations are not always asymptotically Gaussian. We will review some recent work on the subject, including a computer assisted proof of anomalous conductance fluctuations in a hierarchical random resistor network.

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