Univ. Heidelberg
Statistics Group   Institute of Applied Mathematics   Faculty of Mathematics and Computer Science   University Heidelberg
Ruprecht-Karls-Universität Heidelberg Institute of Applied Mathematics Statistics of inverse problems Research Group
german english french

Research projects
Completed theses

Last edited on
Oct 18, 2021 by JJ

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.

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)

Wasserstein and total variation distance for Lévy Processes

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.