Asymptotic expansion for random vectors - Ciprian Tudor (Université de Lille)

Starts:
4:00 pm on Thursday, April 11, 2019
Ends:
5:00 pm on Thursday, April 11, 2019
Location:
111 Cummington Mall - MCS 148
We develop the asymptotic expansion theory for vector-valued sequences $F_{N}$ of random variables. We find the second-order term in the expansion of the density of $F_{N}$, based on assumptions in terms of the convergence of the Stein-Malliavin matrix associated to the sequence $F_{N}$ . Our approach combines the classical Fourier approach and the recent theory on Stein method, Malliavin calculus and the so-called Fourth Moment Theorem. We illustrate our results by several examples.