Note on A. Barbour’s paper on Stein’s method for diffusion approximations
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Published version
Author(s)
Kasprzak, Mikołaj J
Duncan, Andrew B
Vollmer, Sebastian J
Type
Journal Article
Abstract
In [2] foundations for diffusion approximation via Stein’s method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein’s method (see, for example, its use in [1] or [7]). A semigroup argument is used in [2] to solve a Stein equation for Gaussian diffusion approximation. We prove that, contrary to the claim in [2], the semigroup considered therein is not strongly continuous on the Banach space of continuous, real-valued functions on D[0,1] growing slower than a cubic, equipped with an appropriate norm. We also provide a proof of the exact formulation of the solution to the Stein equation of interest, which does not require the aforementioned strong continuity. This shows that the main results of [2] hold true.
Date Issued
2017-04-15
Date Acceptance
2017-04-04
Citation
Electronic Communications in Probability, 2017, 22
ISSN
1083-589X
Publisher
Institute of Mathematical Statistics
Journal / Book Title
Electronic Communications in Probability
Volume
22
Copyright Statement
© 2017 The Author(s). This is an open access article distributed under the terms of the Creative Commons Attribution 4.0 International License (https://creativecommons.org/licenses/by/4.0/).
Subjects
0104 Statistics
Statistics & Probability
Publication Status
Published
Article Number
22
Date Publish Online
2017-04-15