WEEKLY ACTIVITIES

Malliavin-Stein type method for the measurable functions of independent random variables
Speaker: Nguyễn Tiến Dũng (FPT University)

Time: 14h00, Thursday, September 13, 2018
Location: Room 302, Building A5, Institute of Mathematics
Abstract: We introduce a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. Based on certain difference operators in theory of concentration inequalities, we  obtain explicit bounds on Wasserstein, Kolmogorov and total variation distances. The method provides a new way to prove CLTs for nonlinear statistics.

References

  1. N.T. Dung,  Poisson and normal approximations for the measurable functions of independent random variables.arXiv:1807.10925
  2. N.T. Dung,  Explicit rates of convergence in the multivariate CLT for nonlinear statistics. arXiv:1808.08053

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