Peng Chen

activity

20172024

most citedNon-integrable stable approximation by Stein's method

4 citations · 6 across the 3 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.PR2018

Stein's method for asymmetric $α$ -stable distributions, with application to the stable CLT

Peng Chen, Ivan Nourdin, Lihu Xu

This paper is concerned with the Stein's method associated with a (possibly) asymmetric $α$ -stable distribution $Z$ , in dimension one. More precisely, its goal is twofold. In the f…

math.PR2018

Approximation to the stable law by Lindeberg principle

Peng Chen, Lihu Xu

By the Lindeberg principle, we develop in this paper an approximation to one dimensional (possibly) asymmetric $α$ -stable distributions with $α \in (0, 2)$ in the smooth Wasserstein…

Stein's method for asymmetric α-stable distributions, with application to the stable CLT

Approximation to the stable law by Lindeberg principle

Stein's method for asymmetric $α$ -stable distributions, with application to the stable CLT