Stein approximation for functionals of independent random sequences

• Main Authors: Privault, Nicolas, Serafin, Grzegorz
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2018
• Subjects: Independent Sequences; Uniform Distribution
• Online Access: https://hdl.handle.net/10356/88783; http://hdl.handle.net/10220/44722
• Institution: Nanyang Technological University

We derive Stein approximation bounds for functionals of uniform random variables, using chaos expansions and the Clark-Ocone representation formula combined with derivation and finite difference operators. This approach covers sums and functionals of both continuous and discrete independent random v...