Stein-Malliavin calculus and asymptotic independence
Dia | 2025-06-27 10:30:00-03:00 |
Hora | 2025-06-27 10:30:00-03:00 |
Lugar | Salón 703. Facultad de Ingeniería. |
Stein-Malliavin calculus and asymptotic independence
Ciprian Tudor (Université de Lille, Francia)
We will present a generalization of the Stein-Malliavin calculus that allows to quantify the asymptotic independence.
We will also discuss the applications of this method to several well-known limit theorems and to statistical inference.