On Stein's Method for Infinitely Divisible Laws with Finite First Moment

• Κύριοι συγγραφείς: Arras, Benjamin (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Houdré, Christian (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Έκδοση: 1st ed. 2019.
• Σειρά: SpringerBriefs in Probability and Mathematical Statistics,
• Θέματα: Probabilities.; Probability Theory and Stochastic Processes.

This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing ident...

Πίνακας περιεχομένων:

• 1 Introduction
• 2 Preliminaries
• 3 Characterization and Coupling
• 4 General Upper Bounds by Fourier Methods
• 5 Solution to Stein's Equation for Self-Decomposable Laws
• 6 Applications to Sums of Independent Random Variables.