- Series
- Stochastics 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: 5pm