An iterative technique for bounding derivatives of solutions of Stein equations
From MaRDI portal
Publication:1689838
DOI10.1214/17-EJP118zbMath1386.60084arXiv1510.02623MaRDI QIDQ1689838
Sebastian J. Vollmer, Christian Döbler, Robert E. Gaunt
Publication date: 18 January 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.02623
Stein's method; differential equation; Poisson equation; Stein equation; variance-gamma distribution
60F05: Central limit and other weak theorems
35A24: Methods of ordinary differential equations applied to PDEs
Related Items
New error bounds for Laplace approximationviaStein’s method, Stein operators for variables form the third and fourth Wiener chaoses, Hitting time and mixing time bounds of Stein's factors, The Gamma Stein equation and noncentral de Jong theorems, Inequalities for integrals of modified Bessel functions and expressions involving them, An algebra of Stein operators, Bounds for an integral of the modified Bessel function of the first kind and expressions involving it, On algebraic Stein operators for Gaussian polynomials, New bounds for the solution and derivatives of the Stein equation for the generalized inverse Gaussian and Kummer distributions, Stein's method for functions of multivariate normal random variables, Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I, Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances