Stein's method, smoothing and functional approximation
From MaRDI portal
Publication:6126970
DOI10.1214/24-ejp1081arXiv2106.01564MaRDI QIDQ6126970
Andrew David Barbour, Nathan Ross, Guangqu Zheng
Publication date: 10 April 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.01564
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces
- Stein's method for rough paths
- On the rate of convergence in the multivariate CLT
- Stein's method for diffusion approximations
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Gaussian measures in Banach spaces
- The reverse isoperimetric problem for Gaussian measure
- Functional approximations via Stein's method of exchangeable pairs
- Approximation of Hilbert-valued gaussians on Dirichlet structures
- Stein's method of exchangeable pairs in multivariate functional approximations
- Stein's method for multivariate Brownian approximations of sums under dependence
- Stein's method for diffusive limits of queueing processes
- Large ball probabilities, Gaussian comparison and anti-concentration
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Transformations of Wiener integrals under translations
- Normal Approximations with Malliavin Calculus
- Normal Approximation by Stein’s Method
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
This page was built for publication: Stein's method, smoothing and functional approximation