On Stein operators for discrete approximations

DOI10.3150/16-BEJ829zbMath1390.60094arXiv1406.6463OpenAlexW2964202755MaRDI QIDQ2405126

Vydas Čekanavičius, Palaniappan Vellaisamy, N. S. Upadhye

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6463

zbMATH Keywords

perturbationStein's methodtotal variation normbinomial distributioncompound Poisson distributionPanjer's recursion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

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Poisson Approximation to the Convolution of Power Series Distributions ⋮ On discrete Gibbs measure approximation to runs ⋮ Approximation Results for Sums of Independent Random Variables ⋮ First-order covariance inequalities via Stein's method ⋮ A state-dependent queueing system with asymptotic logarithmic distribution ⋮ Approximations related to the sums of \(m\)-dependent random variables ⋮ Stein's density method for multivariate continuous distributions ⋮ On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities ⋮ Pseudo-binomial approximation to \((k_1, k_2)\)-runs ⋮ Some new Stein operators for product distributions ⋮ Approximating by convolution of the normal and compound Poisson laws via Stein's method ⋮ Approximations to weighted sums of random variables ⋮ A unified approach to Stein's method for stable distributions

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