[Probabilidad-Estadistica-Seminario] Seminario de Probabilidad y Estadística - Paul Mansanarez (Universidad de Nantes y Universidad de Bruselas)

[seminarios en cmat.edu.uy]

Seminario de Probabilidad y Estadística
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Título: "Edgeworth expansion on Wiener chaos."

Expositor: Paul Mansanarez (Universidad de Nantes y Universidad de Bruselas)

Resumen:
 
Edgeworth expansions represent the distribution of normalized sums of i.i.d.
random variables as the Gaussian measure corrected by polynomial perturbations,
with coefficients expressed in terms of the cumulants of the underlying
distribution.

In this talk, we present an Edgeworth expansion for a class of functionals of a
Gaussian field. For an element F of the p-th Wiener chaos, using the Malliavin-
Stein method and semigroup analysis, we derive bounds in the total variation
distance between the distribution of F and the so-called Edgeworth development
of F: a modified Gaussian measure. The bounds depend only on p and the variance
of the carré-du-champ operator of F, which governs the proximity of F to the
standard normal distribution.
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Viernes 13/3 a las 10:30, FCEA: Salón 1 del EIP (entrada por Lauro Müller)

Contacto: Laura Aspirot - laspirot en gmail.com
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https://salavirtual-
udelar.zoom.us/j/87033011104?pwd=qnKGw4syp4Izilf5QekV7Ama7oyjXZ.1
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