Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike

2016/04/22

10:30-11:50   Room #002 (Graduate School of Math. Sci. Bldg.)
Ciprian Tudor (Université de Lille 1)
Stein method and Malliavin calculus : theory and some applications to limit theorems 1
[ Abstract ]
In this first part, we will present the basic ideas of the Stein method for the normal approximation. We will also describe its connection with the Malliavin calculus and the Fourth Moment Theorem.