STEIN'S METHOD OF NORMAL APPROXIMATION: SOME RECOLLECTIONS AND REFLECTIONS
成果类型：
Article
署名作者：
Chen, Louis H. Y.
署名单位：
National University of Singapore
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/21-AOS2083
发表日期：
2021
页码：
1850-1863
关键词：
摘要：
This paper is a short exposition of Stein's method of normal approximation from my personal perspective. It focuses mainly on the characterization of the normal distribution and the construction of Stein identities. Through examples, it provides glimpses into the many approaches to constructing Stein identities and the diverse applications of Stein's method to mathematical problems. It also includes anecdotes of historical interest, including how Stein discovered his method and how I found an unpublished proof of his of the Berry-Esseen theorem.