42 citations · 173 across the 16 of their papers we have counts for
Showing 2017Show all
3 papers · 1 filter
math.PR2017★ 42 cited
On Stein's Method for Infinitely Divisible Laws With Finite First Moment
Benjamin Arras, Christian Houdré
We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment. Based on a correlation representation, we o…
math.PR2017★ 3 cited
Stein characterizations for linear combinations of gamma random variables
Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly +1
In this paper we propose a new, simple and explicit mechanism allowing to derive Stein operators for random variables whose characteristic function satisfies a simple ODE. We apply…
math.PR2017★ 32 cited
A bound on the 2-Wasserstein distance between linear combinations of independent random variables
Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly +1
We provide a bound on a natural distance between finitely and infinitely supported elements of the unit sphere of , the space of real valued sequences with fi…