On stein's method for infinitely divisible laws with finite first moment
Auteur :
Arras, Benjamin / Houdré, Christian
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030150167
Date de publication :
26 avr. 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment.