Results 71 to 80 of about 6,796 (225)
Mathematics, 2020 We introduce a generalized stationary renewal distribution (also called the equilibrium transform) for arbitrary distributions with finite nonzero first moment and study its properties.
Irina Shevtsova, Mikhail Tselishchev
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Stein's density method for multivariate continuous distributions [PDF]
, 2021 Guillaume Mijoule +3 more
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Stein’s method for nonconventional sums
Electronic Communications in Probability, 2018 We obtain almost optimal convergence rate in the central limit theorem for "nonconevntional" sums of the form $S_N=N^{-\frac12}\sum_{n=1}^N (F( _n, _{2n},..., _{\ell n})-\bar F)$.
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A local limit theorem assuming finite second moments via Stein’s method
Arab Journal of Basic and Applied SciencesLet [Formula: see text] be independent but not necessarily identically distributed integer-valued random variables and let [Formula: see text] Estimation of the point probabilities [Formula: see text] is a common problem that occurs in many applied ...
Graeme Auld, Kritsana Neammanee
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Density Formula in Malliavin Calculus by Using Stein’s Method and Diffusions
MathematicsLet G be a random variable of functionals of an isonormal Gaussian process X defined on some probability space. Studies have been conducted to determine the exact form of the density function of the random variable G.
Hyun-Suk Park
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Stein's Method and Birth-Death Processes
The Annals of Probability, 2001 The representation of a distribution \(Q\) on \(\mathbb{Z}_+\) as the equilibrium distribution of a birth and death process allows a particular realization of Stein's method for \(Q\). The probabilistic argument of \textit{A. Xia} [J. Appl. Probab. 36, No. 1, 287-290 (1999; Zbl 0942.60006)] is extended to yield bounds for the resulting `Stein factors':
Brown, Timothy C., Xia, Aihua
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Estimation of Quantum Fisher Information via Stein's Identity in Variational Quantum Algorithms [PDF]
QuantumThe Quantum Fisher Information Matrix (QFIM) plays a crucial role in quantum optimization algorithms such as Variational Quantum Imaginary Time Evolution and Quantum Natural Gradient Descent.
Mourad Halla
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Bounds on Negative Binomial Approximation to Call Function
Revstat Statistical JournalIn this paper, we develop Stein's method for negative binomial distribution using call function defined by fz(k) = (k - z)+ = max{k - z, 0}, for k ≥ 0 and z ≥ 0.
Amit N. Kumar
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Stochastic Systems, 2016 This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment bounds ...
Anton Braverman, J. G. Dai, Jiekun Feng
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IEEE Open Journal of Signal Processing, 2020 The Approximate Message Passing (AMP) algorithm efficiently reconstructs signals which have been sampled with large i.i.d. sub-Gaussian sensing matrices.
Charles Millard +3 more
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