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
12:50-14:10 am


Stein method and Malliavin calculus : theory and some applications to limit theorems 2


Ciprian Tudor
Université Lille 1

Abstract

In the second presentation, we intend to do the following: to illustrate the application of the Stein method to the limit behavior of the quadratic variation of Gaussian processes and its connection to statistics. We also intend to present the extension of the method to other target distributions.




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Seminar on Probability and Statistics