题目:  Probability Approximations by Stein's Method and Applications

报告人: 方笑 (新加坡国立大学) 

时间: 2016/6/8, 周三 3:00-4:00 

地点: 管理科研楼 1518 

摘要:  

Stein's method has proved to be a powerful tool for probability approximations under dependence. In this talk, we give a brief introduction to Stein's method. We then discuss three recent applications of Stein's method including a universal central limit theorem for the number of monochromatic edges in uniformly colored graphs, steady-state diffusion approximation for a queuing model, and Poisson approximation for scan statistics.