17. Doktorand:innentreffen der Stochastik

Session

Session A5 Stochastics

4 Aug 2022, 15:30

HS 3 (Universität Klagenfurt)

Conveners

Session A5 Stochastics: Chair: Jan Philipp Neumann

• Benedikt Rednoß (Ruhr University Bochum)
• Vanessa Trapp ()

Contribution list Timetable

33. A simplified second-order Gaussian Poincaré inequality with application to random subgraph counting

04/08/2022, 15:30

Stochastics

Talk

A simplified second-order Gaussian Poincaré inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is based on a new bound for the Kolmogorov distance between a general Rademacher functional and a Gaussian random variable, which is established by means of the discrete Malliavin-Stein method and is of independent interest. As an...

29. Lower variance bounds for Poisson functionals

04/08/2022, 16:00

Stochastics

Lower bounds for variances are often needed to derive central limit theorems. In this talk, we establish a specific lower bound for the variance of a Poisson functional that uses the difference operator of Malliavin calculus.
Poisson functionals, i.e. random variables that depend on a Poisson process, are widely used in stochastic geometry. In this talk, we show how to apply our lower...