Colloquium – 1st April


The speaker is Oleg Lepski (AMU). Here is his title and summary.

Title: Majorantes pour une collection de variables aléatoires et la théorie de l’adaptation

Abstract: The main purpose of this talk is to look from a unique perspective at certain phenomena arising in different areas of probability theory and mathematical statistics. In particular, we will try to understand what is common between conventional probabilistic results, such as iterated logarithm law for example and the problem in adaptive estimation called price to pay for adaptation. Why are there two different types of this price? It turned out that all these problems and many other problems can be reduced to looking for the majorante (upper function) for a given collection of positive random variables.