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math.PR2019
Some new Stein operators for product distributions
Robert E. Gaunt, Guillaume Mijoule, Yvik Swan
We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent r…
math.PR2018
Stein operators for variables form the third and fourth Wiener chaoses
Robert E. Gaunt
Let be a standard normal random variable and let denote the -th Hermite polynomial. In this note, we obtain Stein equations for the random variables and $H_4(…
math.PR2018
Stein's Method for the Single Server Queue in Heavy Traffic
Robert E. Gaunt, Neil Walton
Following recent developments in the application of Stein's method in queueing theory, this paper is intended to be a short treatment showing how Stein's method can be developed an…