On Stein's Method for Infinitely Divisible Laws with Finite First Mome
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 thes
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Benjamin Arras Christian Houdré
On Stein’s Method for Infinitely Divisible Laws with Finite First Moment
SpringerBriefs in Probability and Mathematical Statistics Editor-in-Chief Mark Podolskij, University of Aarhus, Aarhus C, Denmark Series Editors Nina Gantert, Technische Universität München, Münich, Germany Richard Nickl, University of Cambridge, Cambridge, UK Sandrine Péché, Univirsité Paris Diderot, Paris, France Gesine Reinert, University of Oxford, Oxford, UK Mathieu Rosenbaum, Université Pierre et Marie Curie, Paris, France Wei Biao Wu, University of Chicago, Chicago, IL, USA
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Benjamin Arras Christian Houdré •
On Stein’s Method for Infinitely Divisible Laws with Finite First Moment
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Benjamin Arras Laboratoire Paul Painlevé University of Lille Nord de France Villeneuve-d’Ascq, France
Christian Houdré School of Mathematics Georgia Institute of Technology Atlanta, GA, USA
ISSN 2365-4333 ISSN 2365-4341 (electronic) SpringerBriefs in Probability and Mathematical Statistics ISBN 978-3-030-15016-7 ISBN 978-3-030-15017-4 (eBook) https://doi.org/10.1007/978-3-030-15017-4 Library of Congress Control Number: 2019933697 Mathematics Subject Classification (2010): 60E07, 60E10, 60F05, 47D03, 47D07, 11K65 © The Author(s), under exclusive license to Springer Nature Switzerland AG 2019 This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any
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