The Malliavin-Stein Approach and an Improved Second-Order Poincaré Inequality

  Abstract: In this talk we will introduce the so-called Malliavin-Stein approach for obtaining quantitative central limit theorems for functionals of Gaussian fields. Then we will present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (2009) and Nourdin et al. (2009), and consequent applications.
Anna Vidotto Univ. Napoli Federico II
23/06/2023 - 12:00 to 13:00
[Aula 24. IV piano Ed CU002]