Special Session 3: Modeling, Math Biology and Math Finance

Approximation of stable law by Stein`s method

Lihu Xu
University of Macau
Peoples Rep of China
Co-Author(s):    
Abstract:
Using Stein`s method, we shall prove a general inequality which is comparable with the classical Esseen`s inequality, from which one can derive the convergence rate of stable type central limit theorem. We also give 4 examples as applications.