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arXiv:1712.10051 [math.PR]AbstractReferencesReviewsResources

On Stein's Method for Infinitely Divisible Laws With Finite First Moment

Benjamin Arras, Christian Houdré

Published 2017-12-28Version 1

We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment.

Comments: 49 pages
Categories: math.PR
Subjects: 60E07, 60E10, 60F05
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