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XU LIHU [2]
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2019 [2]
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Date Issued:2019
Author:徐禮虎
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Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula
Journal article
Probability Theory and Related Fields, 2019,Volume: 174,Issue: 3-4,Page: 945–979
Authors:
Xiao Fang
;
Qi-Man Shao
;
Lihu Xu
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View/Download:110/0
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TC[WOS]:
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TC[Scopus]:
5
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Submit date:2019/07/19
Bismut's Formula
Multivariate Approximation
Rate Of Convergence
Stein’s Method
Wasserstein Distance
Langevin Algorithm
Malliavin Calculus
Approximation of stable law in Wasserstein-1 distance by Stein’s method
Journal article
ANNALS OF APPLIED PROBABILITY, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:
Xu, Lihu
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View/Download:23/0
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TC[WOS]:
5
TC[Scopus]:
4
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Submit date:2019/01/17
Stable Approximation
Wasserstein-1 Distance (W-1 Distance)
Stein's Method
L-1 Discrepancy
Normal Domain Of Attraction Of Stable Law
Alpha-stable Processes