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Paper detail

On Stein's factors for Poisson approximation in Wasserstein distance with non-linear transportation costs

We establish various bounds on the solutions to a Stein equation for Poisson approximation in Wasserstein distance with non-linear transportation costs. The proofs are a refinement of those in [Barbour and Xia (2006)] using the results in [Liu and Ma (2009)]. As a corollary, we obtain an estimate of Poisson approximation error measured in L^2-Wasserstein distance.

preprint2020arXivOpen access
Zhong-Wei LiaoYutao MaAihua Xia
math.PR
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Zhong-Wei LiaoYutao MaAihua Xia

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