Barbour, A D (1990). Stein's method for diffusion approximations. Probability Theory and Related Fields, 84(3):297-322.
Full text not available from this repository.
View at publisher
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.
|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Dewey Decimal Classification:||510 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)|
Users (please log in): suggest update or correction for this item
Repository Staff Only: item control page