English
Related papers

Related papers: The Stein Characterization of $M$-Wright Distribut…

200 papers

Narayana numbers appear in many places in combinatorics and probability, and it is known that they are asymptotically normal. Using Stein's method of exchangeable pairs, we provide an error of approximation in total variation to a symmetric…

Probability · Mathematics 2020-05-13 Jason Fulman , Adrian Röllin

Stein's method is a powerful technique for proving central limit theorems in probability theory when more straightforward approaches cannot be implemented easily. This article begins with a survey of the historical development of Stein's…

Probability · Mathematics 2014-04-08 Sourav Chatterjee

Using Stein's method for the Beta distributions and a recent technique by Goldstein and Reinert of comparing the Stein characterization of the target distribution with that of the approximating distribution we prove a rate of convergence in…

Probability · Mathematics 2012-07-11 Christian Döbler

Combining Stein's method with heat kernel techniques, we study the function Tr(AO), where A is a fixed n by n real matrix over such that Tr(AA^t)=n, and O is from the Haar measure of the orthogonal group O(n,R). It is shown that the total…

Probability · Mathematics 2011-09-15 Jason Fulman , Adrian Röllin

The Pairwise Einstein Model (PEM) of steps not only justifies the use of the Generalized Wigner Distribution (GWD) for Terrace Width Distributions (TWDs), it also predicts a specific form for the Step Position Distribution (SPD), i.e., the…

Statistical Mechanics · Physics 2013-05-29 Amber N. Benson , Howard L. Richards , T. L. Einstein

We study distribution-on-distribution regression problems in which a response distribution depends on multiple distributional predictors. Such settings arise naturally in applications where the outcome distribution is driven by several…

Methodology · Statistics 2026-01-08 Yuanying Chen , Tongyu Li , Yang Bai , Zhenhua Lin

We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit…

Probability · Mathematics 2017-01-12 Olli Hella , Juho Leppänen , Mikko Stenlund

The analysis of the USA 2001 income distribution shows that it can be described by at least two main components, which obey the generalized Tsallis statistics with different values of the q parameter. Theoretical calculations using the gas…

General Finance · Quantitative Finance 2011-05-18 Juan C. Ferrero

The application of Stein's method for distributional approximation often involves so called Stein factors (also called 'magic factors') in the bound of the solutions to Stein equations. However, in some cases these factors contain…

Probability · Mathematics 2013-06-13 Adrian Röllin

Stein's method is used to obtain two theorems on multivariate normal approximation. Our main theorem, Theorem 1.2, provides a bound on the distance to normality for any nonnegative random vector. Theorem 1.2 requires multivariate size bias…

Probability · Mathematics 2007-05-23 Larry Goldstein , Yosef Rinott

We propose to align distributional data from the perspective of Wasserstein means. We raise the problem of regularizing Wasserstein means and propose several terms tailored to tackle different problems. Our formulation is based on the…

Machine Learning · Computer Science 2020-02-24 Liang Mi , Wen Zhang , Yalin Wang

We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…

Probability · Mathematics 2025-10-28 Paul Mansanarez , Guillaume Poly , Yvik Swan

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 target distributions. We do so by using the generator approach…

Probability · Mathematics 2025-07-02 Bruno Costacèque , Laurent Decreusefond

We extend Stein's method to include independence with respect to an auxiliary random variable, for any law for which a Stein characterization does exist. This extends the current literature on the problem. Using tools from the Malliavin…

Probability · Mathematics 2026-05-04 Aleksandar Balašev-Samarski , Abdol-Reza Mansouri

A Stein-Tomas type inequality and a (weak) decoupling inequality are proved by using the polynomial partitioning method. Both estimates are related closely to Waring's problem.

Classical Analysis and ODEs · Mathematics 2023-09-25 Xiaochun Li

We give a classification between weighted norm inequalities of strong fractional integral operators, and their associated multi-parameter Muckenhoupt characteristics, bu considering the weights to be power functions. As a result, we extend…

Classical Analysis and ODEs · Mathematics 2022-02-25 Zipeng Wang

The basic mathematical properties of Green's functions used in statistical mechanics as well as the equations defining these functions and the techniques of solving these equations are reviewed. An approach is presented called the…

Statistical Mechanics · Physics 2007-05-23 V. I. Yukalov

We introduce a density-power weighted variant for the Stein operator, called the $\gamma$-Stein operator. This is a novel class of operators derived from the $\gamma$-divergence, designed to build robust inference methods for unnormalized…

Machine Learning · Statistics 2026-05-26 Shinto Eguchi

Using Chen-Stein method in combination with size-biased couplings, we obtain the multivariate Poisson approximation in terms of the Wasserstein distance. As applications, we study the multivariate Poisson approximation of the distribution…

Probability · Mathematics 2025-01-23 Eulalia Nualart , Rui-Ray Zhang

The purpose of this dissertation is to introduce a version of Stein's method of exchangeable pairs to solve problems in measure concentration. We specifically target systems of dependent random variables, since that is where the power of…

Probability · Mathematics 2016-03-09 Sourav Chatterjee