Asymptotic Independence via Malliavin-Stein Method

enero 24 @ 5:00 pm
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Resumen

How far is the distance between the joint measure of a two-dimensional random vector and the product measure induced by its marginals? In this talk we consider this question in the context of a Markov process within the KPZ universality class, where the first coordinate of the vector is given by an observable of a Brownian initial condition, and the second one is an observable of the process at a later time. To attack this task we will use tools from Malliavin calculus and Stein’s Method, which will allow us to get a precise space-time scaling behavior for asymptotic independence. This is a joint work with Sergio I. López (available from https://arxiv.org/abs/2208.14987

Imparte

LEANDRO PIMENTEL

Universidade Federal do Rio de Janeiro

Detalles

Fecha:
enero 24
Hora:
5:00 pm

Organizador

Departamento de Probabilidad y Estadistica

Lugar

Salón 13, Edificio C del IIMAS