統計数学セミナー
Seminar on Probability and Statistics
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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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Seminar on Probability and Statistics