Aarhus Universitets segl

Stein-Malliavin calculus and applications to asymptotic independence

Ciprian Tudor (Université de Lille)
Torsdag 19. marts 2026 10:15 – 11:00 Aud. D2 (1531-119)
Stochastics seminar

We develop an extension of the Stein-Malliavin calculus which allows to measure the Wasserstein distance between the probability distributions of $ (X, Y)$ and $(Z,Y)$, where $X,Y$ are arbitrary random vectors and $ Z\sim N(0, \sigma ^{2})$ is independent of $Y$. in particular, this method allows to quantify the asymptotic independence between sequences of random variables and vectors. We will discuss some particular applications of this method to SPDEs.

Organiseret af: Stochastics Group
Kontakt: Andreas Basse-O'Connor Revideret: 20.02.2026