The Geometry of Probability Distributions: A New Central Limit Theorem
Presenters
May 6, 2008
Keywords:
- differential geometry
- contact differential geometry
- exterior differential systems
- Cartan's geometry program
- probability theory
- central limit theorem
- put-call parity
- mathematical economics and finance
- Chebychev inequality
- affine group
- group actions on probability distributions
- coframes
MSC:
- 58-XX
- 58AXX
- 58A15
- 14Rxx
- 14R20
- 60-XX
- 60DXX
- 60Exx
- 60Fxx
- 60F17
- 60F05