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Seminar on Probability and Statistics
Seminar information archive ～04/26｜Next seminar｜Future seminars 04/27～
| Organizer(s) | Nakahiro Yoshida, Teppei Ogihara, Yuta Koike |
|---|
2016/04/22
14:20-15:50 Room #002 (Graduate School of Math. Sci. Bldg.)
Seiichiro Kusuoka (Okayama University)
Equivalence between the convergence in total variation and that of the Stein factor to the invariant measures of diffusion processes
Seiichiro Kusuoka (Okayama University)
Equivalence between the convergence in total variation and that of the Stein factor to the invariant measures of diffusion processes
[ Abstract ]
We consider the characterization of the convergence of distributions to a given distribution in a certain class by using Stein's equation and Malliavin calculus with respect to the invariant measures of one-dimensional diffusion processes. Precisely speaking, we obtain an estimate between the so-called Stein factor and the total variation norm, and the equivalence between the convergence of the distributions in total variation and that of the Stein factor. This talk is based on the joint work with C.A.Tudor (arXiv:1310.3785).
We consider the characterization of the convergence of distributions to a given distribution in a certain class by using Stein's equation and Malliavin calculus with respect to the invariant measures of one-dimensional diffusion processes. Precisely speaking, we obtain an estimate between the so-called Stein factor and the total variation norm, and the equivalence between the convergence of the distributions in total variation and that of the Stein factor. This talk is based on the joint work with C.A.Tudor (arXiv:1310.3785).
