Stein kernels and the central limit theorem

Vortrag von Prof. Dr. Max Fathi

Datum: 05.04.17  Zeit: 17.15 - 19.00  Raum: Y27H12

Stein kernels are a way of measuring how far a given measure is from being gaussian, defined via integration by parts formulas. I will present an existence result and some applications, including a quantitative central limit theorem with an optimal dependence on the dimension. The proof will be based on simple arguments of calculus of variations. Joint work with Thomas Courtade and Ashwin Pananjady.