Quantitative Generalized CLT with Self-Decomposable Limiting Laws by Spectral Methods

Series
Stochastics Seminar
Time
Thursday, May 18, 2023 - 3:30pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Benjamin Arras – Université de Lille – benjamin.arras@univ-lille.frhttp://math.univ-lille1.fr/~barras/
Organizer
Christian Houdré

In this talk, I will present new stability results for non-degenerate centered self-decomposable laws with finite second moment and for non-degenerate symmetric alpha-stable laws with alpha in (1,2). These stability results are based on Stein's method and closed forms techniques. As an application, explicit rates of convergence are obtained for several instances of the generalized CLTs. Finally, I will discuss the standard Cauchy case.