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統計数学セミナー
過去の記録 ～04/25｜次回の予定｜今後の予定 04/26～
| 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)
14:20-15:50 数理科学研究科棟(駒場) 002号室
Seiichiro Kusuoka 氏 (Okayama University)
Equivalence between the convergence in total variation and that of the Stein factor to the invariant measures of diffusion processes
Seiichiro Kusuoka 氏 (Okayama University)
Equivalence between the convergence in total variation and that of the Stein factor to the invariant measures of diffusion processes
[ 講演概要 ]
We consider the characterization of the convergence of distributions to a given distribution in a certain class by using Stein's equation and Malliavin calculus with respect to the invariant measures of one-dimensional diffusion processes. Precisely speaking, we obtain an estimate between the so-called Stein factor and the total variation norm, and the equivalence between the convergence of the distributions in total variation and that of the Stein factor. This talk is based on the joint work with C.A.Tudor (arXiv:1310.3785).
We consider the characterization of the convergence of distributions to a given distribution in a certain class by using Stein's equation and Malliavin calculus with respect to the invariant measures of one-dimensional diffusion processes. Precisely speaking, we obtain an estimate between the so-called Stein factor and the total variation norm, and the equivalence between the convergence of the distributions in total variation and that of the Stein factor. This talk is based on the joint work with C.A.Tudor (arXiv:1310.3785).
