An extension of Stein's method incorporating independence
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866913078602366976 |
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| author | Balašev-Samarski, Aleksandar Mansouri, Abdol-Reza |
| author_facet | Balašev-Samarski, Aleksandar Mansouri, Abdol-Reza |
| contents | We extend Stein's method to include independence with respect to an auxiliary random variable, for any law for which a Stein characterization does exist. This extends the current literature on the problem. Using tools from the Malliavin calculus, an application to the law of the invariant measure of an ergodic diffusion is given to illustrate the theory. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_02780 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | An extension of Stein's method incorporating independence Balašev-Samarski, Aleksandar Mansouri, Abdol-Reza Probability 60B10, 60H07 We extend Stein's method to include independence with respect to an auxiliary random variable, for any law for which a Stein characterization does exist. This extends the current literature on the problem. Using tools from the Malliavin calculus, an application to the law of the invariant measure of an ergodic diffusion is given to illustrate the theory. |
| title | An extension of Stein's method incorporating independence |
| topic | Probability 60B10, 60H07 |
| url | https://arxiv.org/abs/2509.02780 |