Probability approxmation, coupling and Steins method
主 题: Probability approxmation, coupling and Steins method
报告人: Prof. Aihua Xia (University of Melbourne)
时 间: 2009-12-25 14:00 - 15:00
地 点: 理科一号楼 1114(数学所活动)
This talk will cover the following topics:
1. What is probability approximation?
2. Why do we need to do approximations?
3. How to measure approximation errors?
4. How to estimate the approxmation errors?
In particular, I will use simple examples to demonstrate how thecoupling method works in probability approximation theory. Numerical examples are presented to show that the coupling method, although veryintuitive, becomes more powerful and effective in estimating the approximation errors when it teams up with the celebrated Stein'smethod. In the final part of the talk, we will give a brief review ofwhat has been done in the area of the central limit theorem forinteger-valued random rariable approximation using Stein's mehtod.