2 papers
math.PR2026
Stochastic analysis for the Dirichlet--Ferguson process
Günter Last, Babette Picker
We study a Dirichlet--Ferguson process on a general phase space. First we reprove the chaos expansion from Peccati (2008), providing an explicit formula for the kernel functio…
math.ST2024
Stein's Method of Moments
Bruno Ebner, Adrian Fischer, Robert E. Gaunt +2
Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for margin…