A bound on the Wasserstein-2 distance between linear combinations of independent random variables (Q2000150): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Created claim: Wikidata QID (P12): Q129508897, #quickstatements; #temporary_batch_1724702838668
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2951431234 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1704.01376 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fourth moment theorems for Markov diffusion generators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Behavior of the generalized Rosenblatt process at extreme critical exponent values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic development for the CLT in total variation distance / rank
 
Normal rank
Property / cites work
 
Property / cites work: On an Inequality and a Related Characterization of the Normal Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizations of distributions by variance bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality in marginally relevant disordered systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Malliavin-Stein method for variance-gamma approximation on Wiener space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance-gamma approximation via Stein's method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Products of normal, beta and gamma random variables: Stein operators and distributional theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Stein's method for products of normal random variables and zero bias couplings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions in non-central limit theorems for quadratic forms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian Hilbert Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: On an inequality of Chernoff / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence on Wiener space: targeting the first two chaoses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method for invariant measures of diffusions via Malliavin calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chaos of a Markov operator and the fourth moment condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method for comparison of univariate distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5598785 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Variance Gamma Process and Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noise stability of functions with low influences: invariance and optimality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method on Wiener chaos / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Approximations with Malliavin Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal fourth moment theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence in law in the second Wiener/Wigner chaos / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for sequences of multiple stochastic integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Degree asymptotics with rates for preferential attachment random graphs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Limit Theorems for Polynomials of Second Degree / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation Theorems of Mathematical Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4773118 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4000424 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distributions for quadratic forms with applications to tests of fit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Transport / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q129508897 / rank
 
Normal rank

Latest revision as of 21:12, 26 August 2024

scientific article
Language Label Description Also known as
English
A bound on the Wasserstein-2 distance between linear combinations of independent random variables
scientific article

    Statements

    A bound on the Wasserstein-2 distance between linear combinations of independent random variables (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 June 2019
    0 references
    second Wiener chaos
    0 references
    variance-gamma distribution
    0 references
    Wasserstein-2 distance
    0 references
    Malliavin calculus
    0 references
    Stein discrepancy
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references