Asymptotics of one-dimensional Lévy approximations

A Berger, C Xu - Journal of Theoretical Probability, 2020 - Springer
For arbitrary Borel probability measures on the real line, necessary and sufficient conditions
are presented that characterize best purely atomic approximations relative to the classical …

The asymptotics of purely atomic one-dimensional Levy approximations

A Berger, C Xu - arXiv preprint arXiv:1809.07891, 2018 - arxiv.org
For arbitrary Borel probability measures on the real line, necessary and sufficient conditions
are presented that characterize best purely atomic approximations relative to the classical …

[HTML][HTML] Best finite constrained approximations of one-dimensional probabilities

C Xu, A Berger - Journal of approximation theory, 2019 - Elsevier
This paper studies best finitely supported approximations of one-dimensional probability
measures with respect to the L r-Kantorovich (or transport) distance, where either the …

Approximation and invariance properties of one-dimensional probabilities

C Xu - 2018 - era.library.ualberta.ca
This thesis is based on four papers. The first two papers fall into the field of approximation of
one-dimensional probabilities, the third into uniform distribution theory, and the last paper …

On continuity properties of the law of integrals of Lévy processes

J Bertoin, A Lindner, R Maller - Séminaire de probabilités XLI, 2008 - Springer
Let (ξ, η) be a bivariate Lévy process such that the integral\int_0^ ∞ e^-ξ _ td η _t converges
almost surely. We characterise, in terms of their Lévy measures, those Lévy processes for …

A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs

X Zhāng - ESAIM: Probability and Statistics, 2019 - esaim-ps.org
In the one-dimensional case Rio (Ann. Inst. Henri Poincaré Probab. Stat. 45 (2009) 802–
817) gave a concise bound for the central limit theorem in the Vaserstein distances, which is …

On continuity properties of integrals of Lévy processes

J Bertoin, A Lindner, R Maller - … , C., Émery, M., Rouault, A. und …, 2008 - mediatum.ub.tum.de
Let (ξ, η) be a bivariate Lévy process such that the integral∫ 0∞ e-ξ t-dη t converges almost
surely. We characterise, in terms of their Lévy measures, those Lévy processes for which …

[PDF][PDF] Unit–rate Poisson representations of completely random measures

P Orbanz, S Williamson - Electronic Journal of Statistics, 2011 - sinead.github.io
Constructive definitions of discrete random measures, which specify a sampling procedure
for the weights and atom locations of the measure, have proven to be of great value in …

Bounds on the concentration function in terms of the Diophantine approximation

O Friedland, S Sodin - Comptes Rendus Mathematique, 2007 - Elsevier
We demonstrate a simple analytic argument that may be used to bound the Lévy
concentration function of a sum of independent random variables. The main application is a …

[图书][B] Approximation methods in probability theory

V Čekanavičius - 2016 - Springer
The limit theorems of probability theory are at the core of multiple models used in the broad
field of scientific research. Their main function is to replace the initial complicated stochastic …