The Stein-Dirichlet-Malliavin method

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.

• Publication year

  2015

• Venue

  arXiv: Probability

• Publication date

  2015-05-22

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1051/PROC/201551003arXiv 1505.06075
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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