immagine esempio

Probability approximation for functionals of independent random sequences


Talk of Probability Speaker: Nicolas Privault (NTU, Singapore) Wednesday 7/06/2017, 10.00 a.m. CNR-IAC, Aula Riunioni (I piano)

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.

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