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Stein’s method for normal and non-normal approximations - Prof. Ciprian A. Tudor (Universite de Lille 1, France)

主  题:Stein’s method for normal and non-normal approximations
内容简介:

The Stein method allows to measure the distance between the laws of two random variables. Recently, this method combined with the Malliavin calculus, led to several interesting results related to the approximation of the normal distribution and other probability distributions. We will present the basic facts related to this theory and we will give some recent applications to limit theorems.

报告人:
Prof. Ciprian A. Tudor
      
教授,博导

时  间:2015-06-29    15:30
地  点:竞慧西楼402
举办单位:理学院
责任编辑: admin
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