Lecturer/Senior Lecturer Seminars - Xiao Fang

Title: Probability Approximations by Stein's Method and Applications

Abstract: Stein's method has proved to be a powerful tool for probability approximations under dependence. In this talk, we give a brief introduction to Stein's method. We then discuss three recent applications of Stein's method including a universal central limit theorem for the number of monochromatic edges in uniformly colored graphs, steady-state diffusion approximation for a queuing model, and Poisson approximation for scan statistics.