Mathematical Sciences - Stochastic & Financial Math Common Talk - Solesne Bourguin (BU) "Four moments theorems on Markov chaos."

Tuesday, April 02, 2019
4:00 pm to 5:00 pm

Location:

Floor/Room #: 
308

Speaker: Solesne Bourguin (Boston University)

Title: Four moments theorems on Markov chaos.

Abstract: In this talk, we show how to use the Markov diffusion generator framework introduced by Ledoux in order to obtain limit theorems for the approximation of invariant measures of diffusions, where a sufficient condition for convergence is given in terms of a finite linear combination of moments. We will illustrate these results for the Pearson class of probability measures, and recover classical results as particular cases.