Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT

DOI10.1007/s10959-020-01004-1zbMath1472.60029arXiv1808.02405OpenAlexW3013042799MaRDI QIDQ2042041

Lihu Xu, Ivan Nourdin, Peng Chen

Publication date: 26 July 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.02405

zbMATH Keywords

Stein's methodfractional Laplacianstable central limit theoremasymmetric \(\alpha \)-stable distributionleave-one-out approachnormal attraction

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stable stochastic processes (60G52)

Related Items (8)

Non-integrable stable approximation by Stein's method ⋮ On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution ⋮ First-order covariance inequalities via Stein's method ⋮ A probability approximation framework: Markov process approach ⋮ On Stein factors for Laplace approximation and their application to random sums ⋮ Multivariate stable approximation by Stein's method ⋮ A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\) ⋮ A unified approach to Stein's method for stable distributions

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