- Date: 13 May (Thu.)
- Place: On the Web
- Time: 16:30 – 18:00
- Speaker: Lihu Xu (University of Macau)
- Title: Stein’s method: stable law approximation
- Abstract:
In this talk, we will consider the stable law approximation by Stein’s method in Wasserstein-1 distance and derive a discrepancy form of the stable type central limit theorem (CLT) under appropriate conditions. The main ingredient in the proof is by solving a Stein’s equation, decomposing fractional Laplacian and using a leave-one-out argument. From the discrepancy form, we can obtain the optimal convergence rate of stable CLT.
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