2 papers
math.PR2019
On Stein's Method for Multivariate Self-Decomposable Laws
Benjamin Arras, Christian Houdré
This work explores and develops elements of Stein's method of approximation, in the infinitely divisible setting, and its connections to functional analysis. It is mainly concerned…
math.PR2018
On Stein's Method for Multivariate Self-Decomposable Laws With Finite First Moment
Benjamin Arras, Christian Houdré
We develop a multidimensional Stein methodology for non-degenerate self-decomposable random vectors in having finite first moment. Building on previous univariate fi…