Seminar on Probability and Statistics

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

2016/10/31

17:40-18:30   Room #123 (Graduate School of Math. Sci. Bldg.)
Giovanni Peccati (Université du Luxembourg)
Stochastic geometry and Malliavin calculus on configuration spaces
[ Abstract ]
I will present some recent advances in the domain of quantitative limit theorems for geometric Poisson functionals, associated e.g. with random geometric graphs and random tessellations, obtained by means of Malliavin calculus techniques. One of our main results consists in a general (optimal) Berry-Esseen bound for stabilizing functionals, based on Stein’s method, iterated Poincaré inequalities and a variant of Mehler’s formula. Based on several joint works with S. Bourguin, R. Lachièze-Rey, G. Last and M. Schulte, as well as on the recent monograph that I co-edited with M. Reitzner.