报告题目：Optimal Rate of Convergence for Vector-valued Wiener-It\^o Integral

报告人: 陈慧萍 中国科学院数学与系统科学研究院

报告时间: 6月17日 周三 上午 10:00-11:00

报告地点: 数学院新楼308教室

摘要：

We investigate the optimal rate of convergence in the multidimensional normal approximation of vector-valued Wiener-It\^o integrals whose components all belong to a fixed Wiener chaos with coinciding orders. By combining Malliavin calculus, Stein's method for normal approximation and the method of cumulants, we obtain the optimal rate of convergence with respect to a suitable smooth distance.