Approximation of stable law in Wasserstein-1 distance by Stein's method
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Publication:670747
DOI10.1214/18-AAP1424zbMath1448.60062arXiv1709.00805OpenAlexW2784566409WikidataQ128891835 ScholiaQ128891835MaRDI QIDQ670747
Publication date: 20 March 2019
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.00805
Stein's method\(\alpha\)-stable processes\(L^1\) discrepancynormal domain of attraction of stable lawstable approximationWasserstein-1 distance (\(W_1\) distance)
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)
Related Items (17)
Non-integrable stable approximation by Stein's method ⋮ On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution ⋮ A kernel bound for non-symmetric stable distribution and its applications ⋮ First-order covariance inequalities via Stein's method ⋮ Limits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processes ⋮ A probability approximation framework: Markov process approach ⋮ Cramér-type moderate deviations under local dependence ⋮ On Stein factors for Laplace approximation and their application to random sums ⋮ Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme ⋮ Multivariate stable approximation by Stein's method ⋮ Computing the exponent of a Lebesgue space ⋮ On Stein's method for multivariate self-decomposable laws ⋮ Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT ⋮ A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\) ⋮ Approximation to stable law by the Lindeberg principle ⋮ A unified approach to Stein's method for stable distributions ⋮ On algebraic Stein operators for Gaussian polynomials
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