The Stein-Dirichlet-Malliavin method

DOI10.1051/proc/201551003zbMath1360.60050arXiv1505.06075OpenAlexW2964320444MaRDI QIDQ2786525

Laurent Decreusefond

Publication date: 15 February 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.06075

zbMATH Keywords

Stein's methodGaussian analysisprobability distributionsDirichlet-Malliavin structuresmart-path method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Convergence of probability measures (60B10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (5)

Donsker's theorem in Wasserstein-1 distance ⋮ Stein's method for diffusive limits of queueing processes ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Malliavin and Dirichlet structures for independent random variables ⋮ Stein's method for rough paths

Cites Work

• Gibbs point process approximation: total variation bounds using Stein's method
• Stein's method for diffusion approximations
• Dirichlet forms and analysis on Wiener space
• On the convergence of Poisson binomial to Poisson distributions
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Compound Poisson process approximation.
• Stochastic Modeling and Analysis of Telecom Networks
• Point processes in time and stein's method
• Analysis and Geometry of Markov Diffusion Operators
• Poisson approximation, compensators and coupling

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