On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Benjamin Arras, Christian Houdre
Springer Nature Switzerland AG, 2019
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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.
- ISBN-13
- 9783030150167
- ISBN-10
- 303015016X
- Publisher
- Springer Nature Switzerland AG
- Year
- 2019
- Publication date
- 2019-04-26
- Pages
- 104
- Dimensions
- 235x155x