Stein's method and characteristic functions

We present a survey of various application of the method of the description of approximating distribution by means of differential equations for characteristic functions and, in particular, of applications of this description to estimates for the proximity of distributions. This idea was originally put forward by the author in 1976. Subsequently, this approach, which is called the Stein-Tikhomirov method by some authors (for instance, see papers by Eichelsbacher, Rednoss, Sunklodas, and Formanov), was significantly developed. Bibliography: 78 titles.

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Publication Details

Journal
Russian Mathematical Surveys
Published
2025-01-01
DOI
https://doi.org/10.4213/rm10242e
Primary Topic
Random Matrices and Applications
Type
article
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article

Stein's method and characteristic functions

Александр Николаевич Тихомиров
Russian Mathematical Surveys
Random Matrices and Applications
article

Stein's method and characteristic functions

Александр Николаевич Тихомиров
article en

Abstract

We present a survey of various application of the method of the description of approximating distribution by means of differential equations for characteristic functions and, in particular, of applications of this description to estimates for the proximity of distributions. This idea was originally put forward by the author in 1976. Subsequently, this approach, which is called the Stein-Tikhomirov method by some authors (for instance, see papers by Eichelsbacher, Rednoss, Sunklodas, and Formanov), was significantly developed. Bibliography: 78 titles.

Russian Mathematical SurveysVol. 80(4)
National Research University Higher School of Economics (RU), Institute of Biology of Komi Scientific Centre (RU), Institute of Geology, Komi Science Centre (RU)
Openalex Percentile: Top 69%
Random Matrices and Applications
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