Higher-order fluctuations in dense random graph models (note the unusual time/day)

Series
Combinatorics Seminar
Time
Thursday, October 22, 2020 - 5:00pm for 1 hour (actually 50 minutes)
Location
https://bluejeans.com/751242993/PASSWORD (To receive the password, please email Lutz Warnke)
Speaker
Adrian Roellin – National University of Singapore – https://blog.nus.edu.sg/roellin/
Organizer
Lutz Warnke

Dense graph limit theory is essentially a first-order limit theory analogous to the classical Law of Large Numbers. Is there a corresponding central limit theorem? We believe so. Using the language of Gaussian Hilbert Spaces and the comprehensive theory of generalised U-statistics developed by Svante Janson in the 90s, we identify a collection of Gaussian measures (aka white noise processes) that describes the fluctuations of all orders of magnitude for a broad family of random graphs. We complement the theory with error bounds using a new variant of Stein’s method for multivariate normal approximation, which allows us to also generalise Janson’s theory in some important aspects. This is joint work with Gursharn Kaur.

Please note the unusual time/day.