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           14:00 - 16:00     Lecture
Optimal Gamma approximation on Wiener space

School
MATHEMATICS

In 2005, Nualart and Peccati discovered a striking result in the realm of probabilistic approximations known nowadays as the fourth moment theorem and it is quickly culminated in the so called Malliavin-Stein approach. Since then, this approach become one of the very active research area among researchers with application in several fields of science such as computer science and statistic. We refer to webpage https://sites.google.com/site/malliavinstein/home. In this talk, we discuss the optimal Gamma approximation on Wiener space . The mathematical content of the talk is based on a clever combination of the tools from the Stein method, Malli ...