On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs
نویسندگان
چکیده
We establish various bounds on the solutions to a Stein equation for Poisson approximation in Wasserstein distance with nonlinear transportation costs. The proofs are refinement of those Barbour and Xia (Bernoulli 12:943–954, 2006) using results Liu Ma (Ann Inst H Poincaré Probab Stat 45:58–69, 2009). As corollary, we obtain an estimate error measured $$L^2$$ -Wasserstein distance.
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2021
ISSN: ['1572-9230', '0894-9840']
DOI: https://doi.org/10.1007/s10959-021-01129-x