"These papers were presented and developed as expository talks at a summer-long workshop on Stein's method at Stanford's Department of Statistics in 1998."--P. iii.
Nor is there in principle any restriction on the distribution to be approximated; it can equally well be normal, or Poisson, or that of the whole path of a random process, though the techniques have so far been worked out in much more ...
This volume contains thorough coverage of the method’s fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Stein's method by ...
This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 1983, contains contributions from many of the mathematicians at the forefront of this effort.
This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment.
On an independence criterion for multiple Wiener integrals, Ann. Probab. 23, 817—851. 0. Kallenberg (2002). Foundations of Modern Probability (2nd edition). New York: Springer-Verlag. I. Karatzas and SE. Shreve (1991).
Approximate Computation of Expectations
As Sol Stein, renowned editor, author, and instructor, explains, "This is not a book of theory.
Stein's method has been generalized to many other distributions , foremost the Poisson distribution ( see Chen ( 1975 ) , Arratia et al . ( 1989 ) , Barbour et al . ( 1992b ) , Aldous ( 1989 ) , to cite but a few ) .