Vorträge

In this work, we use the Malliavin-Stein method to establish general upper bounds for the total variation distance of an integer-valued functional and a discretized version of an appropriate normal distribution. More precisely, we investigate functionals whose inputs are either Poisson or binomial point processes. So, the primary goal of this talk is to compare the Malliavin-Stein method for Poisson point processes with that for binomial point processes.
The derived general upper bounds can now be applied to a large class of functionals whose difference operator is determined locally, with the help of which we investigate the asymptotic behavior of two specific applications in Euclidean space, namely that of the Euler characteristic of Boolean models and stabilizing functionals.

Zoomlink:
https://tuhh.zoom.us/j/85960707208?pwd=DmzxGhvh6SKGOLI7T2i5kPNkCvUd4f.1