On Stein's Method for Infinitely Divisible Laws with Finite First Moment

ISBN-13: 9783030150167 / Angielski / Miękka / 2019 / 104 str.

Benjamin Arras; Christian Houdre

Recenzje

"This monograph is an excellent starting point for researchers to explore this fascinating area." (Fraser Daly, zbMATH 1447.60052, 2020)
"The book is interesting and well written. It may be recommended as a must-have item to the researchers interested in limit theorems of probability theory as well as to other probability theorists." (Przemyslaw matula, Mathematical Reviews, January, 2020)

Spis treści

1 Introduction.- 2 Preliminaries.- 3 Characterization and Coupling.- 4 General Upper Bounds by Fourier Methods.- 5 Solution to Stein's Equation for Self-Decomposable Laws.- 6 Applications to Sums of Independent Random Variables.