Non-integrable stable approximation by Stein's method

Peng Chen, Ivan Nourdin, Lihu Xu +2

We develop Stein's method for $\alpha$-stable approximation with $\alpha \in (0,1]$, continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case…