統計数学セミナー
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Seminar on Probability and Statistics Monday October 31 2016 Tokyo 123 1:50-2:40 pm
Characterization of the convergence in total variation by Stein's method and Malliavin calculus
Seiichiro Kusuoka Okayama University) Abstract Recently, convergence in distributions and estimates of distances between distributions are studied by means of Stein's equation and
Malliavin calculus. However, in known results, the target distributions of the convergence were some specific distributions. In this talk, we extend the target distributions to invariant probability measures of diffusion processes. Precisely speaking, we prepare Stein's equation with respect to invariant measures of diffusion processes and consider the characterization of the convergence to the invariant measure in total variation by applying Malliavin calculus. This is a joint work with Ciprian Tudor.
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