Probability Seminar——Stein's Method: A New Perspective on Distribution Approximation and the Riemann Hypothesis
报告人：Prof. Qi-Man Shao (The Chinese University of Hong Kong)
时间：2018-11-12 15:00-16:00
地点：Room 1418, Sciences Building No. 1
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.
