Applications of Stein's method to Dependent Random Variables

活动时间:2025-05-10 09:30

活动地点:2号学院楼2432报告厅

主讲人中文简介:

苏中根,浙江大学数学科学学院教授,博士生导师。1995年获复旦大学博士学位,主要从事概率极限理论及其应用研究, 研究兴趣包括随机渗流理论,随机矩阵,随机增长过程,高维数据分析,统计大样本理论等.曾主持国家自然科学基金项目,浙江省杰出青年基金项目,并获教育部科技进步二等奖,浙江省自然科学二等奖和宝钢优秀教师奖. 合作编著的《概率极限理论基础》(第二版) 2021年获首届全国优秀教材二等奖。

活动内容摘要:

Stein's method was first invented by Stein to study the error of normal approximations for sums of dependent random variables in 1972, and was successfully extended by Chen to Poisson approximations of dependent trials in 1975. Nowadays it has been one of most powerful tools in probability theory and statistical inferences. In this talk I will report some recent applications of Stein's method, among which are convergence rates of Markov chains induced by Euler Maruyama's scheme in random regime switching diffusion processes, and error estimates in three-parameter distributional approximation of sums of locally dependent random variables.

主持人:田琳琳