Seminar on Probability and Statistics

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

2016/04/22

12:50-14:10   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 2
[ Abstract ]
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.