42 citations · 173 across the 16 of their papers we have counts for
4 papers · 1 filter
From forward integrals to Wick-Itô integrals: the fractional Brownian motion and the Rosenblatt process cases
Benjamin Arras
In this paper, we combine Hida distribution theory and Sobolev-Watanabe-Kree spaces in order to study finely the link between forward integrals obtained by regularization and Wick-…
IT formulae for gamma target: mutual information and relative entropy
Benjamin Arras, Yvik Swan
In this paper, we introduce new Stein identities for gamma target distribution as well as a new non-linear channel specifically designed for gamma inputs. From these two ingredient…
A new approach to the Stein-Tikhomirov method: with applications to the second Wiener chaos and Dickman convergence
Benjamin Arras, Guillaume Mijoule, Guillaume Poly +1
In this paper, we propose a general means of estimating the rate at which convergences in law occur. Our approach, which is an extension of the classical Stein-Tikhomirov method, r…
Stein's method on the second Wiener chaos : 2-Wasserstein distance
Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly +1
In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between…