On algebraic Stein operators for Gaussian polynomials

DOI10.3150/22-BEJ1460MaRDI QIDQ2108482zbMATH OpenFDO

Authors Ehsan Azmoodeh, Dario Gasbarra, Robert E. Gaunt

Publication date 19 December 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.04605, https://projecteuclid.org/journals/bernoulli/volume-29/issue-1/On-algebraic-Stein-operators-for-Gaussian-polynomials/10.3150/22-BEJ1460.full

zbMATH Keywords

Malliavin calculusStein's methodHermite polynomialsnull controllabilitysymbolic computationlinear system theoryStein operatorGaussian integration by parts

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Operator theory (47-XX) Distribution theory (60Exx)

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Cited in

(5)

• scientific article; zbMATH DE number 7662449 (Why is no real title available?)
• On algebraic Stein operators for Gaussian polynomials
• On algebraic Stein operators for Gaussian polynomials
• A Stein characterisation of the distribution of the product of correlated normal random variables
• On Stein operators for discrete approximations

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• Matlab

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