A bound on the Wasserstein-2 distance between linear combinations of independent random variables
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DOI: 10.1016/j.spa.2018.07.009
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- Serres, Jordan, 2023. "Stability of higher order eigenvalues in dimension one," Stochastic Processes and their Applications, Elsevier, vol. 155(C), pages 459-484.
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Keywords
Second Wiener chaos; Variance-gamma distribution; Wasserstein-2 distance; Malliavin Calculus; Stein discrepancy;All these keywords.
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