3 papers
math.PR2026
Convergence rates for the extreme value theorem via Stein's method
B. Costacèque, N. Privault
We derive convergence rates for the approximation of the Fréchet distribution with parameter by sequences of renormalized maxima in the extreme value theore…
math.PR2025
Convergence rate for the coupon collector's problem with Stein's method
Costacèque, Decreusefond
The functional characterization of a measure, an essential but delicate aspect of Stein's method, is shown to be accessible for stable probability distributions on convex cones. Th…
math.PR2025
Stein's method for max-stable random vectors
Bruno Costacèque, Laurent Decreusefond
Motivated by the omnipresence of extreme value distributions in limit theorems involving extremes of random processes, we adapt Stein's method to include these laws as possible tar…