Cari colleghi, scusandomi delle eventuali ripetizioni vi segnalo il prossimo One World Probability Seminar che sarà tenuto da Ivan Nourdin e Giovanni Peccati. Grazie per l'attenzione, Anna Vidotto
------------------------ Anna Vidotto, PhD
Assistant Professor in Probability (RTD-A) Dipartimento di Economia Università degli Studi "G. D'Annunzio" Chieti-Pescara https://sites.google.com/view/annavidotto
-------- Messaggio originale -------- Oggetto: [owps] OWPS, November 18th : Ivan Nourdin & Giovanni Peccati on the Malliavin-Stein method and the geometry of random fields Data: 2021-11-04 21:43 Mittente: One World Probability ow.probability@gmail.com Destinatario: owps@lists.bath.ac.uk
Dear probabilists,
The next session of OWPS will be two weeks from now, on November 18th from 14:00 to 15:45 UTC. Please beware the winter/summer time changes depending on your location.
Ivan Nourdin and Giovanni Peccati will talk of the Malliavin-Stein method and the geometry of random fields. Titles, abstracts and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar [1].
Probabilistically yours, Bastien Mallein and Sébastien Martineau
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The Breuer-Major theorem: old and new Ivan Nourdin
The celebrated Breuer-Major theorem is a central limit theorem for a sum of elements of the form $f(X_k)$, where $f : R \to R$ is a given function and $X$ is a Gaussian stationary sequence with unit variance. In my talk, I will introduce the so-called Malliavin-Stein method, and I will then use it to investigate different problems related to the Breuer-Major theorem.
Wiener chaos and the geometry of random fields Giovanni Peccati
I will present some recent applications of Gaussian analysis techniques (related in particular to Wiener chaos and the Malliavin-Stein method) to the study of level sets of Gaussian random waves - with special emphasis on models defined on two-dimensional manifolds, like the plane, the 2-torus and the sphere. In the Euclidean case, our results can be encoded in the general framework of the Breuer-Major theorem described in the first talk of the session. Several open questions will be presented along the way.
https://us02web.zoom.us/j/81689646469?pwd=cWI1V0NWeUJJSzJKa0tLWkMyVDdaQT09 [2] Meeting ID: 816 8964 6469 Passcode: 963950
If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ [3]
Links: ------ [1] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owprob... [2] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fus02web.zo... [3] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtub...