Stable approximation by Stein's method and Lindeberg principle
报告人:Lihu Xu (Department of Mathematics, University of Macau)
时间:2023-07-21 10:00-11:00
地点:Room 1304, Sciences Building No. 1
Abstract:
In the first part of this talk, we will first review the recent development of using Stein's method to study stable approximations, the main ingredient of this method is Stein's kernel and Stein's discrepancy. The second part is to review how to use Ito's formula of stable process and the leave-one-out technique to study stable approximations.