Stein’s method for normal and non-normal approximations - Prof. Ciprian A. Tudor (Universite de Lille 1, France)

The Stein method allows to measure the distance between the laws of two random variables. Recently, this method combined with the Malliavin calculus, led to several interesting results related to the approximation of the normal distribution and other probability distributions. We will present the basic facts related to this theory and we will give some recent applications to limit theorems.