Lectures on Stein-Malliavin method (P2)

Time: 09:00 to  11:00 Ngày 14/06/2016

Venue/Location: B4-705

Speaker: Guillaume Poly

Content:

We give an introduction to a new tool in probability theory so called "Stein-Malliavin method". By combining Malliavin calculus and Stein method, this method gives a new way to prove probability limit theorems and to control the rate of convergence in numerous probability metrics.