Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
149 tokens/sec
GPT-4o
9 tokens/sec
Gemini 2.5 Pro Pro
47 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Stein's method and the Laplace distribution (1210.5775v2)

Published 21 Oct 2012 in math.PR

Abstract: Using Stein's method techniques, we develop a framework which allows one to bound the error terms arising from approximation by the Laplace distribution and apply it to the study of random sums of mean zero random variables. As a corollary, we deduce a Berry-Esseen type theorem for the convergence of certain geometric sums. Our results make use of a second order characterizing equation and a distributional transformation which is related to zero-biasing.

Summary

We haven't generated a summary for this paper yet.