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
14:20-15:50 am


Equivalence between the convergence in total variation and that of the Stein factor to the invariant measures of diffusion processes


Seiichiro Kusuoka
Okayama University

Abstract

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).




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Seminar on Probability and Statistics