Seminar on Probability and Statistics

Seminar information archive ~04/13Next seminarFuture seminars 04/14~

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


13:50-14:40   Room #123 (Graduate School of Math. Sci. Bldg.)
Seiichiro Kusuoka (Okayama University)
Characterization of the convergence in total variation by Stein's method and Malliavin calculus
[ Abstract ]
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.