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統計数学セミナー
Seminar on Probability and Statistics |
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Seminar on Probability and Statistics Friday April 22 2016 Tokyo 002 10:30-11:50 am
Stein method and Malliavin calculus : theory and some applications to limit theorems 1
Ciprian Tudor Université Lille 1 Abstract 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.
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