Barbour, A D (1990). Stein's method for diffusion approximations. Probability Theory and Related Fields, 84(3):297-322.
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Stein's method of obtaining distributional approximations is developed in the context of functional approximation by the Wiener process and other Gaussian processes. An appropriate analogue of the one-dimensional Stein equation is derived, and the necessary properties of its solutions are established. The method is applied to the partial sums of stationary sequences and of dissociated arrays, to a process version of the Wald-Wolfowitz theorem and to the empirical distribution function.
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|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Deposited On:||13 Apr 2010 12:12|
|Last Modified:||27 Nov 2013 20:55|
|Additional Information:||The original publication is available at www.springerlink.com|
|Free access at:||Related URL. An embargo period may apply.|
|Related URLs:||http://user.math.uzh.ch/barbour/pub/Barbour/SteinDiffusion.pdf (Author)|
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