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

Zhong-Wei Liao; Yutao Ma; Aihua Xia

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arXiv · 2003.13976

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

Zhong-Wei Liao·Yutao Ma·Aihua Xia

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Abstract

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.

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BibTeX RIS

Zhong-Wei Liao, Yutao Ma, Aihua Xia. 2020-03-31. On Stein's factors for Poisson approximation in Wasserstein distance with non-linear transportation costs. https://arxiv.org/abs/2003.13976

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