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[Lecture] Stein's Method: A New Perspective on Distribution Approximation and the Riemann Hypothesis

NOV . 12 2018
Title: Probability Seminar——Stein's Method: A New Perspective on Distribution Approximation and the Riemann Hypothesis

Time: 15:00-16:00, Nov. 12, 2018, Monday


Venue: Room 1418, Sciences Building No. 1


Speaker: Profesor Qi-Man Shao (The Chinese University of Hong Kong)


Abstract: The characteristic function or the Fourier transform is a classical approach for distribution approximation. It works well for sums of independent random variables, but it may be very dicult to use for dependent random variables. The Stein method is a completely novel approach that works not only for independent random variables but also for dependent random variables. It works for both normal and non-normal approximation. It can also provide the accuracy of approximation. In this talk we will give a brief review on fundamentals of Stein's method and recent developments in this area. The connection between Stein's method and the Riemann hypothesis will also be discussed.

Edited by: Guo Xinyu

Source: School of Mathematical Sciences