On Stein's Method for Infinitely Divisible Laws with Finite First Moment

DOI10.1007/978-3-030-15017-4zbMath1447.60052arXiv1712.10051OpenAlexW2776300607MaRDI QIDQ4631572

Benjamin Arras, Christian Houdré

Publication date: 10 April 2019

Published in: SpringerBriefs in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.10051

zbMATH Keywords

characteristic functionStein's methodinfinitely divisible distributionstable lawself-decomposable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

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