16 citations · 84 across the 16 of their papers we have counts for
4 papers · 1 filter
Functional approximations with Stein's method of exchangeable pairs
Mikolaj J. Kasprzak
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian ap…
Stein's method for multivariate Brownian approximations of sums under dependence
Mikołaj J. Kasprzak
We use Stein's method to obtain a bound on the distance between scaled -dimensional random walks and a -dimensional (correlated) Brownian Motion. We consider dependence schem…
Note on A. Barbour's paper on Stein's method for diffusion approximations
Mikolaj J. Kasprzak, Andrew B. Duncan, Sebastian J. Vollmer
In (Barbour, 1990) foundations for diffusion approximation via Stein's method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein's me…
Diffusion approximations via Stein's method and time changes
Mikolaj J. Kasprzak
We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then…