Eichelsbacher, Peter
- Ordered random walks
2006/10/27 by Eichelsbacher, Peter, Konig, Wolfgang · 4 citations
#60F17 #60G50 #FOS: Mathematics #Probability (math.PR)
- Stein's method for dependent random variables occurring in Statistical Mechanics
2009/08/13 by Peter Eichelsbacher, Eichelsbacher, Peter, Matthias Löwe +1 · 2 citations
Computer Science · Mathematics · #60F05 #60G09 #60K35 #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- On rates of convergence in the Curie-Weiss-Potts model with external field
2010/11/01 by Eichelsbacher, Peter, Martschink, Bastian · 1 citation
#60F05 #FOS: Mathematics #Probability (math.PR)
- Malliavin-Stein method for Variance-Gamma approximation on Wiener space
2014/09/19 by Eichelsbacher, Peter, Thäle, Christoph · 1 citation
#60F05 #60G15 #60H05 #60H07 #FOS: Mathematics #Probability (math.PR)
- Optimal Variance--Gamma approximation on the second Wiener chaos
2021/06/30 by Ehsan Azmoodeh, Azmoodeh, Ehsan, Peter Eichelsbacher +3 · 1 citation
Mathematics · #FOS: Mathematics #Geometry and complex manifolds #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- Non-uniform Berry--Esseen bounds for Gaussian, Poisson and Rademacher processes
2024/09/14 by Marius Butzek, Peter Eichelsbacher, Butzek, Marius +1 · 2 citations
Mathematics · #Random Matrices and Applications
- Stein's method and a cubic mean-field model
2024/04/11 by Peter Eichelsbacher, Eichelsbacher, Peter · 1 citation
Mathematics · #60E15 #60F05 #60F10 #82B20 #82B26 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics