On Stein's factors for Poisson approximation in Wasserstein distance with non-linear transportation costs

2020/03/31 by Zhong-Wei Liao, Liao, Zhong-Wei, Yutao Ma +2
Mathematics · #60E15 #60F05 #60J27 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Probability (math.PR) #Random Matrices and Applications

paper · pdf · doi:10.48550/arxiv.2003.13976

openalex publication_date 2020/03/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We establish various bounds on the solutions to a Stein equation for Poisson approximation in Wasserstein distance with non-linear transportation costs. The proofs are a refinement of those in [Barbour and Xia (2006)] using the results in [Liu and Ma (2009)]. As a corollary, we obtain an estimate of Poisson approximation error measured in L²-Wasserstein distance.

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