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統計数学セミナー
過去の記録 ～04/25｜次回の予定｜今後の予定 04/26～
| 担当者 | 吉田朋広、荻原哲平、小池祐太 |
|---|---|
| セミナーURL | http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/ |
| 目的 | 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う. |
2016年04月22日(金)
12:50-14:10 数理科学研究科棟(駒場) 002号室
Ciprian Tudor 氏 (Université de Lille 1)
Stein method and Malliavin calculus : theory and some applications to limit theorems 2
Ciprian Tudor 氏 (Université de Lille 1)
Stein method and Malliavin calculus : theory and some applications to limit theorems 2
[ 講演概要 ]
In the second presentation, we intend to do the following: to illustrate the application of the Stein method to the limit behavior of the quadratic variation of Gaussian processes and its connection to statistics. We also intend to present the extension of the method to other target distributions.
In the second presentation, we intend to do the following: to illustrate the application of the Stein method to the limit behavior of the quadratic variation of Gaussian processes and its connection to statistics. We also intend to present the extension of the method to other target distributions.
