[Forum SIS] 14-15 nov: Giovanni Peccati mini-course at Roma Tor Vergata

[Alessia Caponera]

Mini-course held by Giovanni Peccati (6 hours)
Title: The Malliavin-Stein method
Abstract: I will provide a self-contained introduction to a collection of probabilistic techniques developed in the last decade, focussing on quantitative limit theorems for non-linear functionals of Gaussian fields, obtained by combining two techniques: (i) the Malliavin calculus of variations, and (ii) Stein's method for probabilistic approximations. I will develop in full detail at least one geometric application related to the structure of level sets of Gaussian fields, and I will try to point out a number of further directions of research, connected e.g. to concentration estimates, entropic bounds, discrete geometric structures and the analysis of Boolean functions.
A systematically updated list of papers related to Malliavin-Stein techniques can be found here https://sites.google.com/site/malliavinstein/home <https://sites.google.com/site/malliavinstein/home>
The main reference of the matter is the monograph by I. Nourdin and myself: https://tinyurl.com/y3h2n8e2 <https://tinyurl.com/y3h2n8e2>
Place: Aula Dal Passo, Dipartimento di Matematica, Università di Roma Tor Vergata
Via della Ricerca Scientifica 1, 00133 Roma

Schedule: 
- Thursday November 14th, from 2 PM to 5 PM
- Friday November 15th, from 9:30 AM to 12:30 AM
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