On Stein factors for Laplace approximation and their application to random sums (Q6152253)

The authors consider a Stein characterisation for the Laplace distribution as a special case of infinitely divisible stable Stein characterisation following \textit{B. Arras} and \textit{C. Houdré} [On Stein's method for infinitely divisible laws with finite first moment. Cham: Springer (2019; Zbl 1447.60052)]. They obtain an integral Stein equation which they solve using the semigroup approach and obtain regularity estimates for this solution; then they apply these estimates in order to get a convergence rate for the Laplace approximation of random geometric sums.