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統計数学セミナー
過去の記録 ～04/18｜次回の予定｜今後の予定 04/19～
| 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04月22日(金)
10:30-11:50 数理科学研究科棟(駒場) 002号室
Ciprian Tudor 氏 (Université de Lille 1)
Stein method and Malliavin calculus : theory and some applications to limit theorems 1
Ciprian Tudor 氏 (Université de Lille 1)
Stein method and Malliavin calculus : theory and some applications to limit theorems 1
[ 講演概要 ]
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.
