分野別セミナー

Malliavin-Stein's method, a fruitful combination of the Malliavin
calculus and Stein's method, provides a powerful probabilistic technique
for establishing the quantitative central limit theorems, particularly
for functionals of Gaussian processes. In this talk, we will see how the
theory of generalized functionals in the Malliavin calculus can be
combined with Malliavin-Stein's method to obtain local central limit
theorems.
We will also discuss some applications to Wiener chaos. Part of this
talk is based on the ongoing joint research with Ivan Nourdin and
Giovanni Peccati.