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4 papers · 2 filters
Multivariate stable approximation in Wasserstein distance by Stein's method
Peng Chen, Ivan Nourdin, Lihu Xu +1
By a delicate analysis for the Stein's equation associated to the -stable law approximation with , we prove a quantitative stable central limit theorem in Wasserstei…
Phase transition for the volume of high-dimensional random polytopes
Gilles Bonnet, Zakhar Kabluchko, Nicola Turchi
The beta polytope is the convex hull of i.i.d. random points distributed in the unit ball of according to a density proportional to $(1-\lVert{x}\rVe…
Gaussian Random Measures Generated by Berry's Nodal Sets
Giovanni Peccati, Anna Vidotto
We consider vectors of random variables, obtained by restricting the length of the nodal set of Berry's random wave model to a finite collection of (possibly overlapping) smooth co…
Non-integrable stable approximation by Stein's method
Peng Chen, Ivan Nourdin, Lihu Xu +2
We develop Stein's method for -stable approximation with , continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case…