Abstract

We establish various bounds on the solutions to a Stein equation for Poisson approximation in the Wasserstein distance with nonlinear transportation costs. The proofs are a refinement of those in Barbour and Xia (Bernoulli 12:943–954, 2006) using the results in Liu and Ma (Ann Inst H Poincaré Probab Stat 45:58–69, 2009). As a corollary, we obtain an estimate of Poisson approximation error measured in the \(L^2\)-Wasserstein distance.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.