Abstract: We discuss upper bounds for the Wasserstein and Kolmogorov distances between Poisson mixture sums and their related normal variance mixture distributions. To this end we use a conditional version of Stein's equation and utilize techniques established in the theory of Stein's method for the normal distribution. A non-central limit theorem follows as a byproduct.
Upper bounds for the Wasserstein and Kolmogorov distances between random sums and their weak limits via Stein's method
12.01.2017 17:30 - 18:30
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