* 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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