scientific article; zbMATH DE number 7662449

MaRDI QIDQ5881786zbMATH OpenFDO

Authors Ehsan Azmoodeh, Dario Gasbarra, Robert E. Gaunt

Publication date 13 March 2023

Full work available at URL https://arxiv.org/abs/2109.08579, https://alea.impa.br/articles/v20/20-06.pdf

zbMATH Keywords

asymptotic analysischaracteristic functionGaussian polynomialordinary differential equationStein characterisationStein's method

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Characterization and structure theory of statistical distributions (62E10)

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• An algebra of Stein operators
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Cites work

• A bound on the Wasserstein-2 distance between linear combinations of independent random variables
• An algebra of Stein operators
• Characterizations of GIG laws: a survey
• Chi-square approximation by Stein's method with application to Pearson's statistic
• Closed form summation for classical distributions: variations on a theme of de Moivre
• Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach
• Cumulants on the Wiener space
• Degree asymptotics with rates for preferential attachment random graphs
• Exponential approximation by Stein's method and spectral graph theory
• Fundamentals of Stein's method
• Hamburger moment problem for powers and products of random variables
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• New error bounds for Laplace approximationviaStein’s method
• New rates for exponential approximation and the theorems of Rényi and Yaglom
• NIST handbook of mathematical functions
• Normal Approximation by Stein’s Method
• Normal approximations with Malliavin calculus. From Stein's method to universality
• On algebraic Stein operators for Gaussian polynomials
• On Stein's method for products of normal random variables and zero bias couplings
• On the rate of convergence in the multivariate CLT
• Orthogonal polynomials in Stein's method
• Poisson approximation for dependent trials
• Products of normal, beta and gamma random variables: Stein operators and distributional theory
• Quantitative CLTs on a Gaussian space: a survey of recent developments
• Some new Stein operators for product distributions
• Stein characterizations for linear combinations of gamma random variables
• Stein operators for variables form the third and fourth Wiener chaoses
• Stein's density approach and information inequalities
• Stein's method and the Laplace distribution
• Stein's method for comparison of univariate distributions
• Stein's method for diffusion approximations
• Stein's method for steady-state diffusion approximations of \(\mathrm{M}/\mathrm{Ph}/n+\mathrm{M}\) systems
• Stein's method for the beta distribution and the Pólya-Eggenberger urn
• Stein's method meets computational statistics: a review of some recent developments
• Stein's method of exchangeable pairs for the Beta distribution and generalizations
• Stein's method on Wiener chaos
• Stochastic Calculus
• The Gamma Stein equation and noncentral de Jong theorems
• The moment problem for polynomial forms in normal random variables
• Two new proofs of the Erdös–Kac Theorem, with bound on the rate of convergence, by Stein's method for distributional approximations
• Upper bounds for Stein-type operators
• Variance-gamma approximation via Stein's method

Cited in

(3)

• On algebraic Stein operators for Gaussian polynomials
• The Stein characterization of \(M\)-Wright distributions
• An asymptotic approach to proving sufficiency of Stein characterisations

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Uses Software

• DLMF

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