Definition
Stein's Equation
Stein's Heuristic
Let $N \sim N(0,1)$. Let $h : \mathbb{R} \to \mathbb{R}$ be a Borel function such that
\[
\mathbb{E}(|h(N)|) < \infty
\]
or in other words
\[
h \in \mathcal{L}(\gamma)
\]
The Stein Equation associated to $h$ is the ODE
\[
f'(x) -xf(x) = h(x) - \mathbb{E}(h(N))
\]
Depends on
Dependency Graph
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nac623bd2["Stein's Lemma and Metrics via Stein's Eq"]
na8ae60fa["Stein Bounds for TV Metric"]
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