The {Stein-Dirichlet-Malliavin} method
Résumé
The Stein's method is a popular method used to derive upper-bounds of distances between probability distributions. It can be viewed, in certain of its formulations, as an avatar of the semi-group or of the smart-path method used commonly in Gaussian analysis. We show how this procedure can be enriched by Malliavin calculus leading to a functional approach valid in infinite dimensional spaces.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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