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Mercoledì 7 Giugno 2017*
Ore 10.00, aula riunioni (I piano), CNR, Istituto per le Applicazioni
del Calcolo, via dei Taurini 19, Roma
Seminario di Probabilità
Nicolas Privault (NTU, Singapore)
Probability approximation for functionals of independent random sequences.
Abstract: We derive general Stein distribution bounds between
functionals of uniform random variables and the Gaussian and gamma
distributions, using multiple stochastic integral expansions combined
with derivation and finite difference operators.
This approach applies more generally to sums and functionals of
continuous and discrete independent random variables, such as U-statistics.
Tutti gli interessati sono invitati a partecipare.
Cordialmente
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