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• W1774941434 abstract "Following a strategy recently developed by Ivan Nourdin and Giovanni Peccati, we provide a general technique to compare the tail of a given random variable to that of a reference distribution, and apply it to all reference distributions in the so-called Pearson class. This enables us to give concrete conditions to ensure upper and/or lower bounds on the random variable’s tail of various power or exponential types. The Nourdin-Peccati strategy analyzes the relation between Stein’s method and the Malliavin calculus, and is adapted to dealing with comparisons to the Gaussian law. By studying the behavior of the solution to general Stein equations in detail, we show that the strategy can be extended to comparisons to a wide class of laws, including all Pearson distributions." @default.
• W1774941434 created "2016-06-24" @default.
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• W1774941434 date "2013-01-01" @default.
• W1774941434 modified "2023-10-16" @default.
• W1774941434 title "General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations" @default.
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• W1774941434 doi "https://doi.org/10.1007/978-3-0348-0545-2_3" @default.
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