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Tokyo Probability Seminar
Seminar information archive ～04/30｜Next seminar｜Future seminars 05/01～
| Date, time & place | Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.) |
|---|---|
| Organizer(s) | Makiko Sasada, Shuta Nakajima, Masato Hoshino |
2025/04/21
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
We are having teatime from 15:15 in the common room on the second floor. Please join us.
Masahisa Ebina (Kyoto Univercity)
Malliavin-Stein approach to local limit theorems
We are having teatime from 15:15 in the common room on the second floor. Please join us.
Masahisa Ebina (Kyoto Univercity)
Malliavin-Stein approach to local limit theorems
[ Abstract ]
Malliavin-Stein's method is a fruitful combination of the Malliavin calculus and Stein's method. It provides a powerful probabilistic technique for establishing the quantitative central limit theorems, particularly for functionals of Gaussian processes.
In this talk, we will see how the theory of generalized functionals in the Malliavin calculus can be combined with Malliavin-Stein's method to obtain quantitative local central limit theorems. If time allows, we will also discuss some applications to Wiener chaos. Part of this talk is based on the ongoing joint research with Ivan Nourdin and Giovanni Peccati.
Malliavin-Stein's method is a fruitful combination of the Malliavin calculus and Stein's method. It provides a powerful probabilistic technique for establishing the quantitative central limit theorems, particularly for functionals of Gaussian processes.
In this talk, we will see how the theory of generalized functionals in the Malliavin calculus can be combined with Malliavin-Stein's method to obtain quantitative local central limit theorems. If time allows, we will also discuss some applications to Wiener chaos. Part of this talk is based on the ongoing joint research with Ivan Nourdin and Giovanni Peccati.
