Results 21 to 30 of about 6,587 (215)
Stein's Method for the Single Server Queue in Heavy Traffic [PDF]
, 2019 Following recent developments in the application of Stein's method in queueing theory, this paper is intended to be a short treatment showing how Stein's method can be developed and applied to the single server queue in heavy traffic. Here we provide two
Gaunt, Robert E., Walton, Neil
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Distances Between Distributions Via Stein’s Method [PDF]
Journal of Theoretical Probability, 2021 We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these solutions (a.k.a.\ Stein factors). We use these representations to obtain representations for differences between expectations in terms of solutions to the Stein equations. We
Ernst, Marie, Swan, Yvik
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Stein's method for Brownian approximations [PDF]
, 2013 Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite dimensional spaces.
Coutin, Laure, Decreusefond, Laurent
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Stein's Method and Stochastic Orderings [PDF]
Advances in Applied Probability, 2012 A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more generals-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximations of a sum of dependent Bernoulli random variables, for example,k-runs
Daly, FA, Lefèvre, C, Utev, S
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A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method
Journal of Probability and Statistics, 2019 The Berry-Esseen bound for the random variable based on the sum of squared sample correlation coefficients and used to test the complete independence in high diemensions is shown by Stein’s method.
Nahathai Rerkruthairat
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Stein meets Malliavin in normal approximation [PDF]
, 2015 Stein's method is a method of probability approximation which hinges on the solution of a functional equation. For normal approximation the functional equation is a first order differential equation.
Chen, Louis H. Y.
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Steady-State Analysis of Load Balancing with Coxian-$2$ Distributed Service Times
, 2021 This paper studies load balancing for many-server ($N$ servers) systems. Each server has a buffer of size $b-1,$ and can have at most one job in service and $b-1$ jobs in the buffer. The service time of a job follows the Coxian-2 distribution.
Benny V. H. +9 more
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Cauchy approximation for sums of independent random variables
International Journal of Mathematics and Mathematical Sciences, 2003 We use Stein's method to find a bound for Cauchy approximation. The random variables which are considered need to be independent.
K. Neammanee
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Stein's method for comparison of univariate distributions [PDF]
, 2016 We propose a new general version of Stein's method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution which is based on a linear difference or differential-type operator.
Ley, Christophe +2 more
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Multivariate Stable Approximation by Stein’s Method
Journal of Theoretical Probability, 2023 In the setting of multivariate approximation by an \(\alpha\)-stable law, for some \(\alpha\in(0,2)\), using Stein's method, the authors establish new bounds on the solution to the underlying Stein equation which allow approximation results to be derived in Wasserstein-type distances.
Chen, P, Nourdin, I, Xu, L, Yang, X
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