Stein's Method Papers

Some papers which have more complicated examples

Concentration Inequalities/Concentration of Measure

Random Matrices Papers

Compressed Sensing

Dirichlet Processes and Lévy Processes

Random walks

The Berry-Esseen Theorem and Edgeworth Expansion

  • Balachandran, Prakash. The Edgeworth Expansion and Convergence in the Central Limit Theorem
  • Bhattacharya, R.N., Rao, R. Normal Approximations and Asymptotic Expansions.
  • Billingsley, Patrick. Probability and Measure.
  • Chung, Kai Lai. A Course in Probability Theory.
  • Feller, William. An Introduction to Probability Theory and its Applications, Volumes I and II.
  • Hall, Peter. The Bootstrap and Edgeworth Expansion.

Weak Numerical Methods

Mariko Ninomiya and Syoiti Ninomiya - 2009 - A new higher-order weak approximation scheme for s.pdf 

Kusuoka - 2004 - Approximation of expectation of diffusion processe.pdf 

Ninomiya and Victoir - 2008 - Weak approximation of stochastic differential equa.pdf 

  • No labels