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CLTs for Poisson Functionals via the Malliavin-Stein Method
Poisson Functionals encompass a vide variety of quantities, ranging from edge-functions derived from random geometric graphs to solutions of SDEs with Lévy noise. In this talk, we will examine the use of the Malliavin-Stein method, which allows us to derive central limit theorems by studying what happens if we add a point (or two), to our graph, say. The main result presented here is a Malliavin-Stein-type bound which works under minimal moment assumptions.
Date:
29 April 2024, 14:00
Venue:
Venue to be announced
Speaker:
Tara Trauthwein (University of Oxford)
Organising department:
Department of Statistics
Organisers:
Matthias Winkel (Department of Statistics, University of Oxford),
Julien Berestycki (University of Oxford),
Christina Goldschmidt (Department of Statistics, University of Oxford),
James Martin (Department of Statistics, University of Oxford)
Part of:
Probability seminar
Booking required?:
Not required
Audience:
Members of the University only
Editor:
Julien Berestycki
