Lecture Notes-Monograph Series, Vol. 52, Time Series and Related Topics: In Memory of Ching-Zong Wei (2006), pp. 236-244 (9 pages) This exposition explains the basic ideas of Stein's method for ...
The Annals of Applied Probability, Vol. 3, No. 1 (Feb., 1993), pp. 91-102 (12 pages) The Stein-Chen approach is used to obtain bounds on the Poisson approximation of a random field, in both a random ...
Our news journalists obtained a quote from the research from Harvard University, "The aggregate claim or total claim amount process in [0, t] is represented by the random sum of N independent ...
I will discuss (compound) Poisson process approximation for stabilizing statistics of a stationary strongly mixing point process. The main results are formulated in a Wasserstein distance and are ...
This paper describes a new numerical method, based on Stein’s method and zero bias transformation, of computing collateralized debt obligation (CDO) tranche prices. We propose first-order correction ...
Stochastic processes form the backbone of modern probability theory, describing systems that evolve randomly over time or space. They are instrumental in areas ranging from statistical physics to ...
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