Benjamin Arras: 1 book

Book cover of On Stein's Method for Infinitely Divisible Laws with Finite First Moment
by Benjamin Arras, Christian Houdré
Language: English
Release Date: April 24, 2019

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 identity...
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