Approximation of stable law in Wasserstein-1 distance by Stein's method

2017/09/04 by Xu, Lihu · 2 citations
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1709.00805

Abstract

Let n ∈ \mathbb N, let ζ_n,1,...,ζ_n,n be a sequence of independent random variables with \mathbb E ζ_n,i=0 and \mathbb E |ζ_n,i|

Cited by

• Functional analysis of multivariate max-stable distributions
• Stein's method for asymmetric Laplace approximation

Related

• Multivariate stable approximation in Wasserstein distance by Stein's method
• Stein's method for max-stable random vectors
• Stein's method for asymmetric α-stable distributions, with application to the stable CLT
• Stein's method for normal approximation in Wasserstein distances with\n application to the multivariate Central Limit Theorem
• Non-integrable stable approximation by Stein's method