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Seminar on Probability and Statistics
Seminar information archive ～05/02｜Next seminar｜Future seminars 05/03～
| Organizer(s) | Nakahiro Yoshida, Hiroki Masuda, 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
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.
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.
