On July, 17th to July, 20th 2018 we have the pleasure to welcome Ester MARIUCCI (Otto-von-Guericke Universität Magdeburg) with us. Ester will give a talk (see details below) in the Kolloquium für Statistik on Thursday, July 19th 2018. Do not hesitate to pass by her office (Room 4.412, MΛTHEMΛTIKON, INF 205) for a discussion.

Talk:

Kolloquium für Statistik

Thursday, July 19th 2018 t.b.a.

IWH (International Academic Forum), Hauptstraße 242

Presented by:

Ester MARIUCCI (Otto-von-Guericke Universität Magdeburg)

Title:

Wasserstein and total variation distance for Lévy Processes

Abstract:

Upper bounds are presented for the Wasserstein distance of order p between the marginals of Lévy processes, including Gaussian approximations for jumps of infinite activity. Using the convolution structure, upper bounds are further derived for the total variation distance between the marginals of Lévy processes. Connections to other metrics like Zolotarev and Toscani-Fourier distances are established. The theory is illustrated by concrete examples and an application to statistical lower bounds.