A stroll along the gamma

DOI10.1016/j.spa.2017.03.012zbMath1381.60058arXiv1511.04923OpenAlexW2252453676MaRDI QIDQ2408999

Benjamin Arras, Yvik Swan

Publication date: 10 October 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.04923

zbMATH Keywords

entropyFisher informationrepresentation formulaegamma approximationDe Bruijn identitysemigroup interpolationsmart path

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Convergence of probability measures (60B10) Inequalities involving derivatives and differential and integral operators (26D10)

Related Items (5)

Optimal Gamma Approximation on Wiener Space ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ A Fokker-Planck approach to the study of robustness in gene expression ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ Malliavin and Dirichlet structures for independent random variables

Uses Software

• DLMF

Cites Work

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