Stein characterizations for linear combinations of gamma random variables
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Publication:783312
DOI10.1214/18-BJPS420zbMath1453.60067arXiv1709.01161OpenAlexW3004185524MaRDI QIDQ783312
Guillaume Poly, Yvik Swan, Ehsan Azmoodeh, Benjamin Arras
Publication date: 12 August 2020
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.01161
Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (6)
Identifying the distribution of linear combinations of gamma random variables via Stein’s method ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Some new Stein operators for product distributions ⋮ On algebraic Stein operators for Gaussian polynomials
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