統計数学セミナー

過去の記録 ~08/07次回の予定今後の予定 08/08~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2016年10月31日(月)

13:50-14:40   数理科学研究科棟(駒場) 123号室
Seiichiro Kusuoka 氏 (Okayama University)
Characterization of the convergence in total variation by Stein's method and Malliavin calculus
[ 講演概要 ]
Recently, convergence in distributions and estimates of distances between distributions are studied by means of Stein's equation and Malliavin calculus. However, in known results, the target distributions of the convergence were some specific distributions. In this talk, we extend the target distributions to invariant probability measures of diffusion processes. Precisely speaking, we prepare Stein's equation with respect to invariant measures of diffusion processes and consider the characterization of the convergence to the invariant measure in total variation by applying Malliavin calculus. This is a joint work with Ciprian Tudor.