On Stein's method for multivariate self-decomposable laws
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Publication:2279323
DOI10.1214/19-EJP378zbMath1435.60017arXiv1907.10050OpenAlexW2963222497MaRDI QIDQ2279323
Christian Houdré, Benjamin Arras
Publication date: 12 December 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.10050
integro-differential equationsStein's methodstable lawsPoincaré inequalityDirichlet formsinfinite divisibilityself-decomposabilitysmooth Wassertein distanceStein's kernel
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10)
Related Items (10)
Non-integrable stable approximation by Stein's method ⋮ On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution ⋮ First-order covariance inequalities via Stein's method ⋮ Stein's method for conditional central limit theorem ⋮ A probability approximation framework: Markov process approach ⋮ On some operators associated with non-degenerate symmetric \(\alpha \)-stable probability measures ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ Multivariate stable approximation by Stein's method ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ A unified approach to Stein's method for stable distributions
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