Kalyan Barman, Post-doctoral Fellow, IIT Madras

Description
Date and Time: Wednesday, May 10, 2023, at 10.30 am

Google Meet Link: meet.google.com/zod-rqkm-giu

Speaker: Kalyan Barman, Post-doctoral Fellow, IIT Madras

Title: The Title of my Talk is: “ Stable Approximation by
Stein’s Method”

Abstract:  Probability approximation is one of the basic theories in the literature of probability theory. It has wide range of applications in limit theorems, and various field of statistics. Stein’s method is one of the most popular technique studying approximation problems. In this talk, We discuss stable distributions in the context of Stein’s method. We discuss and unify the Stein identity for stable random variables available in the existing literature. We discuss the solution of stable Stein equation via semigroup approach. Further, we discuss error bounds for stable approximations, and also obtain rates of convergence results. Finally, We will show that the optimal convergence rate in the generalized central limit theorem can be obtained using our Stein’s method setup.
Description
Google Meet Link: meet.google.com/zod-rqkm-giu
URL
Google Meet Link: meet.google.com/zod-rqkm-giu
Date
Wed, May 10, 2023
Start Time
10:30am IST
Priority
5-Medium
Access
Public
Created by
DEFAULT ADMINISTRATOR
Updated
Tue, May 9, 2023 10:21am IST