Probability Seminar: Zixin Ye - Berry-Esseen type bounds for the stable central limit theorem via Stein’s method
| Dates: | 30 April 2025 |
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| Times: | 15:00 - 16:00 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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Zixin Ye (University of Manchester) will speak at the Probability seminar.
Title: Berry-Esseen type bounds for the stable central limit theorem via Stein’s method.
Abstract: The stable central limit theorem is a generalisation of the classical central limit theorem that relaxes the finite variance assumption. Quantifying the quality of the distributional approximation of the stable central limit theorem is a fundamental problem in probability, which has seen a number of contributions over years. In particular, there have been recent advances on this problem using Stein's method in which the stable central limit theorem is quantified with respect to Wasserstein-type distances. In this talk, we use Stein's method to derive optimal rates of convergence in the multivariate stable central limit theorem in terms of the convex distance, which is a natural multivariate generalisation of the Kolmogorov distance. Our bounds are derived by combining the recent advances on Stein's method for alpha-stable distributions together with a powerful smoothing technique.
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Frank Adams 2
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