Stein's method for diffusion approximations

DOI10.1007/BF01197887zbMATH Open0665.60008OpenAlexW2088307689WikidataQ61387131 ScholiaQ61387131MaRDI QIDQ1116151FDOQ1116151

Authors: A. D. Barbour 

Publication date: 1990

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01197887

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zbMATH Keywords

empirical distribution functionStein's methodWald-Wolfowitz theorem

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Brownian motion (60J65)

Cites Work

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• Two moments suffice for Poisson approximations: The Chen-Stein method
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• Poisson approximation for dependent trials
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• An estimate of the remainder in a combinatorial central limit theorem
• Dissociated random variables

Cited In (only showing first 100 items - show all)

• A probability approximation framework: Markov process approach
• Stein operators for variables form the third and fourth Wiener chaoses
• Statistical Inference for Student Diffusion Process
• Distribution of the sum-of-digits function of random integers: a survey
• Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models
• Stein's method and the zero bias transformation with application to simple random sampling
• Bounds on convergence for the empirical vector of the Curie-Weiss-Potts model with a non-zero external field vector
• Fundamentals of Stein's method
• Characterizations of non-normalized discrete probability distributions and their application in statistics
• Some new Stein operators for product distributions
• Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation
• Parametric Stein operators and variance bounds
• A unified approach to Stein's method for stable distributions
• Error estimation for Stein diffusion approximation of standard Brownian motion
• Stein's method on Wiener chaos
• Stein's method for functions of multivariate normal random variables
• Stein's method for invariant measures of diffusions via Malliavin calculus
• Some optimal bounds in the central limit theorem using zero biasing
• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• A new method of normal approximation
• Spin glasses and Stein's method
• Measuring sample quality with diffusions
• Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
• On strong embeddings by Stein's method
• Hitting time and mixing time bounds of Stein's factors
• Stein's method of normal approximation: some recollections and reflections
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
• Hypothesis testing for Fisher-Snedecor diffusion
• Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry
• Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
• Existence of Stein kernels under a spectral gap, and discrepancy bounds
• Stein kernels and moment maps
• Stein's method for nonlinear statistics: a brief survey and recent progress
• Multivariate normal approximation using Stein's method and Malliavin calculus
• Orthogonal polynomials in Stein's method
• Functional approximations via Stein's method of exchangeable pairs
• Stein's method of exchangeable pairs in multivariate functional approximations
• On a functional contraction method
• On rates of convergence in the Curie-Weiss-Potts model with an external field
• Stein's method for the beta distribution and the Pólya-Eggenberger urn
• A Stein characterisation of the generalized hyperbolic distribution
• On some applications of Stein's method
• Statistical inference for reciprocal gamma diffusion process
• Stein's method and stochastic orderings
• Stein's method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models
• Malliavin-Stein method: a survey of some recent developments
• A functional CLT for nonconventional polynomial arrays
• Stein meets Malliavin in normal approximation
• Stein's method for rough paths
• Stein's method for concentration inequalities
• Stein characterizations for linear combinations of gamma random variables
• Stein's method, logarithmic Sobolev and transport inequalities
• The Stein-Dirichlet-Malliavin method
• From Stein identities to moderate deviations
• Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
• Approximating dependent rare events
• Normal approximation for mixtures of normal distributions and the evolution of phenotypic traits
• Stein's method for discrete Gibbs measures
• On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces
• Rates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statistics
• CLT-related large deviation bounds based on Stein's method
• Stein's density method for multivariate continuous distributions
• Products of normal, beta and gamma random variables: Stein operators and distributional theory
• Rates of convergence for the number of zeros of random trigonometric polynomials
• Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs
• Note on A. Barbour's paper on Stein's method for diffusion approximations
• Identifying the limiting distribution by a general approach of Stein's method
• On Stein's method for multivariate self-decomposable laws
• Functional Gaussian approximations on Hilbert-Poisson spaces
• Non-integrable stable approximation by Stein's method
• Gaussian random field approximation via Stein's method with applications to wide random neural networks
• A random walk approach to linear statistics in random tournament ensembles
• Donsker's theorem in Wasserstein-1 distance
• On algebraic Stein operators for Gaussian polynomials
• On Stein factors for Laplace approximation and their application to random sums
• Integration-by-parts characterizations of Gaussian processes
• On Stein's method for multivariate self-decomposable laws with finite first moment
• Title not available (Why is that?)
• Sunklodas' approach to normal approximation for time-dependent dynamical systems
• Orthogonal polynomials for seminonparametric instrumental variables model
• Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms
• High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices
• On a Stein method based approximation for a two-dimensional Markov chain
• The prelimit generator comparison approach of Stein's method
• The Stein characterization of \(M\)-Wright distributions
• Stein's method for multivariate Brownian approximations of sums under dependence
• Stein's method for diffusive limits of queueing processes
• Dirichlet approximation of equilibrium distributions in Cannings models with mutation
• Stein's method for negatively associated random variables with applications to second-order stationary random fields
• Stein's method, Gaussian processes and palm measures, with applications to queueing
• Vector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distance
• Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs
• Approximation of Hilbert-valued gaussians on Dirichlet structures
• Higher-order Stein kernels for Gaussian approximation
• Conditional Stein approximation for Itô and Skorohod integrals
• Fixed point characterizations of continuous univariate probability distributions and their applications
• On discrete Gibbs measure approximation to runs
• A diffusion approach to Stein's method on Riemannian manifolds
• Improved bounds in Stein's method for functions of multivariate normal random vectors
• Stability of the Bakry-Émery theorem on \(\mathbb{R}^n\)

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