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Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT Journal article
Journal of Theoretical Probability, 2020
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2021/03/11
Asymmetric α-stable distribution  Fractional Laplacian  Leave-one-out approach  Normal attraction  Stable central limit theorem  Stein’s method  
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
Favorite |  | TC[WOS]:0 TC[Scopus]:6 | 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 method1 Journal article
Annals of Applied Probability, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:  Xu,Lihu
Favorite |  | TC[WOS]:6 TC[Scopus]:5 | Submit date:2021/03/11
L1 discrepancy  Normal domain of attraction of stable law  Stable approximation  Stein’s method  Wasserstein-1 distance (W1 distance)  α-stable processes  
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
Favorite |  | TC[WOS]:6 TC[Scopus]:5 | 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