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

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Latest revision as of 21:12, 26 August 2024

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