Yvik Swan - On the distance between discrete and continuous random variables on the real line
| Dates: | 15 March 2023 |
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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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Yvik Swan (Universite Libre de Bruxelles) will speak in the Probability seminar. (in-person)
We revisit Stein’s method of approximate computation of expectations, here with the aim of comparing a discrete distribution on some ordered set $\{x_1,\ldots,x_n\}\subset \mathbb{R}$ and a continuous distribution on some interval $I\subset\mathbb{R}$. We obtain abstract bounds on Wasserstein and Kolmogorov distances which we apply to several examples, including (1) exponential approximation of the spectrum of the Johnson graph, (2) beta approximation of the Polya-Eggenberger distribution, and (3) normal approximation of a distribution arising in the many worlds interpretation of quantum mechanics. This is joint work with Gilles Germain (ULB).
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Maurice Priestley Room G.108
Alan Turing Building
Manchester
