SMS scnews item created by John Ormerod at Thu 5 Jun 2014 1613
Type: Seminar
Distribution: World
Expiry: 14 Jun 2014
Calendar1: 13 Jun 2014 1400-1500
CalLoc1: AGR Carslaw 829
Auth: jormerod@pjormerod4.pc (assumed)

Statistics Seminar: Ciprian A. Tudor (Paris 1) -- Stein method and Malliavin calculus: the basics and some new results

The Stein method allows to measure the distance between the laws of
two random variables. Recently, this method combined with the
Malliavin calculus, led to several interesting results related to the
approximation of the normal distribution. We will present the basic
facts related to this theory and we will give some recent applications
to limit theorems.


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