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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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Additional indexing

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:05 Apr 2016 13:29
Additional Information:The original publication is available at www.springerlink.com
Free access at:Related URL. An embargo period may apply.
Publisher DOI:10.1007/BF01197887
Related URLs:http://user.math.uzh.ch/barbour/pub/Barbour/SteinDiffusion.pdf (Author)

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