25/01/2023, 16:00 — 17:00 — Online
Milton Jara, Instituto de Matemática Pura e Aplicada
Stein's method for Markovian martingales
Stein's method is an increasingly popular way to derive quantitative versions of weak convergence theorems, like the central limit theorem. In this talk we use Stein's method to derive a quantitative CLT for Dynkin martingales of Markov chains. Despite its simplicity, we show with some examples that the bounds we obtain in the context of interacting particle systems are surprisingly sharp.
For more info: https://spmes.impa.br