The Stein-Dirichlet-Malliavin method
Probability
2015-05-25 v1
Abstract
The Stein's method is a popular method used to derive upper-bounds of distances between probability distributions. It can be viewed, in certain of its formulations, as an avatar of the semi-group or of the smart-path method used commonly in Gaussian analysis. We show how this procedure can be enriched by Malliavin calculus leading to a functional approach valid in infinite dimensional spaces.
Keywords
Cite
@article{arxiv.1505.06075,
title = {The Stein-Dirichlet-Malliavin method},
author = {Laurent Decreusefond},
journal= {arXiv preprint arXiv:1505.06075},
year = {2015}
}
Comments
in ESAIM: Proceedings, EDP Sciences, 2015, pp.11