Non-integrable stable approximation by Stein's method
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Publication:2135202
DOI10.1007/s10959-021-01094-5zbMath1487.60032arXiv1903.12315OpenAlexW3149805364MaRDI QIDQ2135202
Rui Zhang, Xiaochuan Yang, Lihu Xu, Ivan Nourdin, Peng Chen
Publication date: 4 May 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.12315
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Stable stochastic processes (60G52)
Related Items (6)
On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution ⋮ A probability approximation framework: Markov process approach ⋮ On Stein factors for Laplace approximation and their application to random sums ⋮ Multivariate stable approximation by Stein's method ⋮ On Stein's method for multivariate self-decomposable laws ⋮ A unified approach to Stein's method for stable distributions
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