Abstract

Stein's method is a wonderful technique for proving limit theorems in probability. Its advantages are that it does not require independence, and that one can obtain explicit error bounds--often with less information than is needed in other methods. However there is much work to be done in extending the scope of Stein's method. In this talk we give an overview of Stein's method for the special case of normal approximation, and give an application to studying the spectrum of a random walk.

MONDAY, March 6, 2006
Time: 5:00 P.M.
Location: WeH 6423