LIBROS DEL AUTOR: benjamin arras

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  • On Stein’s Method for Infinitely Divisible Laws with Finite First Moment
    Benjamin Arras / Christian Houdré
    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 discussed in the third chapter and obtained thanks to a covariance represent...
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