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Multivariate Stable Approximation by Stein’s Method Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu, Yang,Xiaochuan. Multivariate Stable Approximation by Stein’s Method[J]. Journal of Theoretical Probability, 2023, 37(1), 446–488.
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu;  Yang,Xiaochuan
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2023/08/03
Fractional Laplacian  Generalized Central Limit Theorem  Multivariate Α-stable Approximation  Rate Of Convergence  Stein’s Method  Wasserstein(-type) distance  
A probability approximation framework: Markov process approach Journal article
Chen, Peng, Shao, Qi Man, Xu, Lihu. A probability approximation framework: Markov process approach[J]. Annals of Applied Probability, 2023, 33(2), 1619-1659.
Authors:  Chen, Peng;  Shao, Qi Man;  Xu, Lihu
Favorite | TC[WOS]:1 TC[Scopus]:0  IF:1.4/1.9 | Submit date：2023/05/02
Euler–maruyama (Em) Discretization  Itô’s Formula  Markov Process  Normal Approximation  Online Stochastic Gradient Descent  Probability Approximation  Stable Process  Stochastic Differential Equation  Wasserstein-1 Distance  
Non-integrable Stable Approximation by Stein’s Method Journal article
Chen, Peng, Nourdin, Ivan, Xu, Lihu, Yang, Xiaochuan, Zhang, Rui. Non-integrable Stable Approximation by Stein’s Method[J]. JOURNAL OF THEORETICAL PROBABILITY, 2021, 35(2), 1137-1186.
Authors:  Chen, Peng;  Nourdin, Ivan;  Xu, Lihu;  Yang, Xiaochuan;  Zhang, Rui
Favorite | TC[WOS]:8 TC[Scopus]:8  IF:0.8/0.7 | Submit date：2022/05/13
Α-stable Approximation  Generalized Central Limit Theorem  Stein’s Method  
Approximation of stable law in Wasserstein-1 distance by Stein’s method1 Journal article
Xu,Lihu. Approximation of stable law in Wasserstein-1 distance by Stein’s method1[J]. Annals of Applied Probability, 2019, 29(1), 458-504.
Authors:  Xu,Lihu
Favorite | TC[WOS]:20 TC[Scopus]:20  IF:1.4/1.9 | Submit date：2021/03/11
L1 Discrepancy  Normal Domain Of Attraction Of Stable Law  Stable Approximation  Stein’s Method  Wasserstein-1 Distance (W1 Distance)  Α-stable Processes