A Central Limit Theorem for non identically distributed random variables with an application to Sobol indices

Quand : 28 mai 2026 à 14:00

Où : Pellos (1R2 - 2ème étage)

Organisé par : Institut Henri Poincaré

The Central Limit Theorem (CLT) is one of the most well-known results in probability theory. It is traditionally stated for independent and identically distributed random variables. In this talk, I will present a version of the Central Limit Theorem where we only keep the independence assumption. This generalization allows us to handle heterogeneous frameworks in statistics. I will then establish