Speaker :
 Prof. ChengDer Fuh (National Central University) 
Title :

Some Limit Theorems in Markov Chains with Applications 
Time :
 20170821 (Mon) 15:00  
Place : 
Seminar Room 722, Institute of Mathematics (NTU Campus) 
Abstract: 
In this talk, I will give a summary of some limit theorems for Markov random walks, which
include central limit theorem, Edgeworth expansions and renewal theorems with rate of convergence.
I also present the idea of proof based on perturbation theory. An application in
quantitative finance is given for illustration. 