Multidimensional Stein's method for gamma approximation

DOI10.30757/ALEA.V21-64MaRDI QIDQ6634822

Ciprian A. Tudor, Jérémy Zurcher

Publication date: 8 November 2024

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusStein's methodasymptotic independencemultiple stochastic integralsStein's equationGamma approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Title not available (Why is that?)
• Stein's method for invariant measures of diffusions via Malliavin calculus
• Stein characterizations for linear combinations of gamma random variables
• Noncentral convergence of multiple integrals
• Stein's method on Wiener chaos
• On independence and conditioning on Wiener space
• The Gamma Stein equation and noncentral de Jong theorems
• A bound on the Wasserstein-2 distance between linear combinations of independent random variables
• Integration by parts and the KPZ two-point function
• Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions
• A stroll along the gamma
• Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach
• Normal approximations with Malliavin calculus. From Stein's method to universality
• The Malliavin Calculus and Related Topics
• Normal Approximation by Stein’s Method
• Gaussian Hilbert Spaces
• Optimal Gamma Approximation on Wiener Space

This page was built for publication: Multidimensional Stein's method for gamma approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6634822)