Journal article
An iterative technique for bounding derivatives of solutions of Stein equations
- Abstract:
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We introduce a simple iterative technique for bounding derivatives of solutions of Stein equations Lf=h-Eh(Z) where L is a linear differential operator and Z is the limit random variable. Given bounds on just the solutions or certain lower order derivatives of the solution, the technique allows one to deduce bounds for derivatives of any order, in terms of supremum norms of derivatives of the test function h. This approach can be readily applied to many Stein equations from the literature....
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Authors
Funding
+ Engineering and Physical Sciences Research Council
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Funding agency for:
Gaunt, R
Grant:
EP/K032402/1
+ Engineering and Physical Sciences Research Council
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Funding agency for:
Vollmer, S
Grant:
EP/N000188/1
Bibliographic Details
- Journal:
- arXiv Journal website
- Publication date:
- 2015-10-01
- Acceptance date:
- 2015-10-09
- Source identifiers:
-
607656
Item Description
- Keywords:
- Subjects:
- Pubs id:
-
pubs:607656
- UUID:
-
uuid:cc690057-55b4-4652-b670-650ccfba9c7c
- Local pid:
- pubs:607656
- Deposit date:
- 2016-03-04
Terms of use
- Copyright date:
- 2015
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