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By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…

Probability · Mathematics 2020-03-18 Robert E. Gaunt

In this paper, we first classify all radially symmetry solutions of the following weighted fourth-order equation \begin{equation*} \Delta(|x|^{-\gamma}\Delta u)=|x|^\gamma u^{\frac{N+4+3\gamma}{N-4-\gamma}},\quad u\geq 0 \quad…

Analysis of PDEs · Mathematics 2024-10-08 Shengbing Deng , Xingliang Tian

We introduce higher-order Stein kernels relative to the standard Gaussian measure, which generalize the usual Stein kernels by involving higher-order derivatives of test functions. We relate the associated discrepancies to various metrics…

Probability · Mathematics 2018-12-07 Max Fathi

Let $\boldsymbol{\xi}=(\xi_1,\ldots,\xi_m)$ be a negatively associated mean zero random vector with components that obey the bound $|\xi_i| \le B, i=1,\ldots,m$, and whose sum $W = \sum_{i=1}^m \xi_i$ has variance 1, the bound \[…

Probability · Mathematics 2018-09-11 Nathakhun Wiroonsri

We study a family of fractional integral operators defined on Heisenberg group whose kernels satisfy Zygmund dilation. We give a characterization between a two-weight norm inequality and the necessary constraints by considering the weights…

Classical Analysis and ODEs · Mathematics 2025-11-04 Chuhan Sun , Zipeng Wang

This article deals with Stein characterizations of probability distributions. We provide a general framework for interpreting these in terms of the parameters of the underlying distribution. In order to do so we introduce two concepts (a…

Probability · Mathematics 2011-12-02 Christophe Ley , Yvik Swan

In this paper we present a general framework for Stein's method for multivariate continuous distributions. The approach gives a collection of Stein characterisations, among which we highlight score-Stein operators and kernel Stein…

Probability · Mathematics 2019-11-14 Guillaume Mijoule , Gesine Reinert , Yvik Swan

An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…

Probability · Mathematics 2012-04-27 Juan Víquez

We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent result of Gaunt, Mijoule and Swan \cite{gms18}. This…

Probability · Mathematics 2020-09-28 Robert E. Gaunt , Guillaume Mijoule , Yvik Swan

We prove a number of \textit{a priori} estimates for weak solutions of elliptic equations or systems with vertically independent coefficients in the upper-half space. These estimates are designed towards applications to boundary value…

Classical Analysis and ODEs · Mathematics 2014-06-26 Pascal Auscher , Sebastian Stahlhut

In this paper, the sharp quantitative weighted bounds for the iterated commutators of a class of multilinear operators were systematically studied. This class of operators contains multilinear Calder\'{o}n-Zygmund operators, multilinear…

Classical Analysis and ODEs · Mathematics 2024-01-04 Jiawei Tan , Qingying Xue

In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived…

Probability · Mathematics 2016-01-14 Benjamin Arras , Ehsan Azmoodeh , Guillaume Poly , Yvik Swan

A new type of combinations of Bernstein operators is given in [1]. Here, we introduce another one, which can be used to approximate the functions with singularities. The direct and inverse results of the weighted approximation of this new…

Functional Analysis · Mathematics 2011-06-28 Wen-ming Lu , Lin Zhang

In this paper, we establish some Stein-Weiss type inequalities with general kernels on the upper half space and study the existence of extremal functions for this inequality with the optimal constant. Furthermore, we also investigate the…

Analysis of PDEs · Mathematics 2023-03-14 Xiang Li , Zifei Shen , Marco Squassina , Minbo Yang

Let $h$ be a three times partially differentiable function on $R^n$, let $X=(X_1,\dots,X_n)$ be a collection of real-valued random variables and let $Z=(Z_1,\dots,Z_n)$ be a multivariate Gaussian vector. In this article, we develop Stein's…

Probability · Mathematics 2015-05-27 Adrian Röllin

We extend the $L^1$ Stein-Weiss inequalities studied by De N\'{a}poli and Picon [4] in two ways: First we address an open question posed by the authors about whether the cocanceling condition was necessary for some of their Stein-Weiss…

Classical Analysis and ODEs · Mathematics 2025-05-16 Wen Qi Zhang

We adapt Stein's method to isoperimetric and geometric inequalities. The main challenge is the treatment of boundary terms. We address this by using an elliptic PDE with an oblique boundary condition. We apply our geometric formulation of…

Analysis of PDEs · Mathematics 2024-12-02 Jordan Serres

This monograph provides a rigorous overview of theoretical and methodological aspects of probabilistic inference and learning with Stein's method. Recipes are provided for constructing Stein discrepancies from Stein operators and Stein…

Machine Learning · Statistics 2026-03-10 Qiang Liu , Lester Mackey , Chris Oates

We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main…

Probability · Mathematics 2008-11-19 Ivan Nourdin , Giovanni Peccati , Anthony Réveillac

Given a vector $F=(F_1,\dots,F_m)$ of Poisson functionals $F_1,\dots,F_m$, we investigate the proximity between $F$ and an $m$-dimensional centered Gaussian random vector $N_\Sigma$ with covariance matrix $\Sigma\in\mathbb{R}^{m\times m}$.…

Probability · Mathematics 2019-11-01 Matthias Schulte , J. E. Yukich