Seminario de Probabilidad y Procesos Estocásticos
Asymptotic Independence via Malliavin-Stein Method
Leandro Pimentel, Universidade Federal do Rio de Janeiro
Salón 13 en el primer piso del Edificio C. IIMAS.
Leandro Pimentel, Universidade Federal do Rio de Janeiro
Salón 13 en el primer piso del Edificio C. IIMAS.
Resumen:
How far is the distance between the joint measure of a two-dimensional random vector and the product measure induced by its marginals? In this talk we consider this question in the context of a Markov process within the KPZ universality class, where the first coordinate of the vector is given by an observable of a Brownian initial condition, and the second one is an observable of the process at a later time. To attack this task we will use tools from Malliavin calculus and Stein’s Method, which will allow us to get a precise space-time scaling behavior for asymptotic independence. This is a joint work with Sergio I. López (available from https://arxiv.org/abs/2208.14987).