*Mini-course* held by *Giovanni Peccati* (6 hours) Title: *The Malliavin-Stein method* Abstract: *I will provide a self-contained introduction to a collection of probabilistic techniques developed in the last decade, focussing on quantitative limit theorems for non-linear functionals of Gaussian fields, obtained by combining two techniques: (i) the Malliavin calculus of variations, and (ii) Stein's method for probabilistic approximations. I will develop in full detail at least one geometric application related to the structure of level sets of Gaussian fields, and I will try to point out a number of further directions of research, connected e.g. to concentration estimates, entropic bounds, discrete geometric structures and the analysis of Boolean functions.* *A systematically updated list of papers related to Malliavin-Stein techniques can be found here * https://sites.google.com/site/malliavinstein/home *The main reference of the matter is the monograph by I. Nourdin and myself: *https://tinyurl.com/y3h2n8e2 Place: Aula Dal Passo, Dipartimento di Matematica, Università di Roma Tor Vergata Via della Ricerca Scientifica 1, 00133 Roma
Schedule: - Thursday November 14th, from 2 PM to 5 PM - Friday November 15th, from 9:30 AM to 12:30 AM
--------- Anna Vidotto
PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata