报告题目：Convergence rate of stable law: Stein's method approach
报告人：徐礼虎 澳门大学
报告时间：7月31日 4:00-5:00
报告地点：1518
摘要：
Stein's method was first put forward by Charles Chen in 1970s to prove Berry-Esseen bound of central limit theorem, and later extended by Louis Chen to study Poisson approximation. In the past 50 years, the convergence rate of stable law was studied from time to time by many probabilists, but all their approaches were from characteristic function. We shall apply Stein's method to prove a general inequality about stable law of i.i.d. heavy tailed random sequence, from which one can derive a convergence rate $n^{-/frac{2-/alpha}{/alpha}}$ with $/alpha>1$. This rate seems better than the known results in literatures stable