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)
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.
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