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Approximation of stable law in Wasserstein distance by Stein's method
发布时间:2018-03-20     点击次数:
报告题目: Approximation of stable law in Wasserstein distance by Stein's method
报 告 人: 徐礼虎 博士(澳门大学)
报告时间: 2018年04月03日 9:30--11:30
报告地点: 理学院东北楼四楼报告厅(404)
报告摘要:

 We will first give a fast review of some preliminaries of stable law, stable processes, ergodicity of SDEs driven by stable noises, and then talk how to obtain the convergence rate of stable law in Wasserstein distance by Stein's method. I will give the detailed proof. If the time is permitted, we will give a sketch on using a method recently developed by Fang, Shao and Xu to sample high dimensional stable distribution by discretizing Ornstein-Uhlenbeck stable processes. This talk is based on the paper https://arxiv.org/abs/1709.00805. 

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