Stein’s method for multivariate Brownian approximations of sums under dependence-Reference-Cited by-同舟云学术

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Stein’s method for multivariate Brownian approximations of sums under dependence

Published:2020-08 Issue:8 Volume:130 Page:4927-4967
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Kasprzak Mikołaj J.

Funder

EPSRC, United Kingdom

FNR, Luxembourg

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference41 articles.

1. Stein’s method for diffusion approximation;Barbour;Probab. Theory Related Fields,1990

2. Poisson Approximation;Barbour,1992

3. A functional combinatorial central limit theorem;Barbour;Electron. J. Probab.,2009

4. Stein’s method for diffusive limit of Markov processes;Besançon,2018

5. Convergence of Probability Measures;Billingsley,1999

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