On Stein's factors for Poisson approximation in Wasserstein distance with non-linear transportation costs
Probability
2020-04-01 v1
Abstract
We establish various bounds on the solutions to a Stein equation for Poisson approximation in Wasserstein distance with non-linear transportation costs. The proofs are a refinement of those in [Barbour and Xia (2006)] using the results in [Liu and Ma (2009)]. As a corollary, we obtain an estimate of Poisson approximation error measured in L^2-Wasserstein distance.
Keywords
Cite
@article{arxiv.2003.13976,
title = {On Stein's factors for Poisson approximation in Wasserstein distance with non-linear transportation costs},
author = {Zhong-Wei Liao and Yutao Ma and Aihua Xia},
journal= {arXiv preprint arXiv:2003.13976},
year = {2020}
}
Comments
21 pages