On Stein's method for multivariate self-decomposable laws with finite first moment
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Publication:2631855
DOI10.1214/19-EJP285zbMath1466.60027arXiv1809.02050OpenAlexW3106400743MaRDI QIDQ2631855
Christian Houdré, Benjamin Arras
Publication date: 16 May 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.02050
Stein's methodrates of convergenceinfinite divisibilityself-decomposabilityweak limit theoremssmooth Wassertein distanceStein's kernel
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10)
Related Items (7)
Non-integrable stable approximation by Stein's method ⋮ On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution ⋮ Stein's density method for multivariate continuous distributions ⋮ 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 ⋮ On Stein's method for multivariate self-decomposable laws ⋮ A unified approach to Stein's method for stable distributions
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