【確率論セミナー・作用素環セミナーと共催】Variations around de Jong's Theorem

開催日時: 
2019/02/08 Fri 15:00 - 16:30
場所: 
3号館127大会議室
講演者: 
Giovanni Peccati
講演者所属: 
Université du Luxembourg
概要: 

I will present some generalisations and ramifications of a fundamental Theorem by P. de Jong (1987, 1990), characterising the asymptotic normality of degenerate U-statistics by means of a drastic simplification of the method of moments. In particular, I will focus on several ramifications of such a result in the framework of multiple integrals with respect to a random measure, both in a commutative and non-commutative setting.
Based on several joint works, e.g. with Ch. Döbler, T. Kemp, I. Nourdin, D. Nualart, S. Bourguin and R. Speicher.