Timeline for Generalizations of the Robbins lemma and Gaussian integration by parts
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 7 at 22:12 | comment | added | πr8 | Several years later: both are quite used in the framework of Stein's Method for proving probabilistic approximation results. | |
| Apr 15, 2017 at 9:07 | comment | added | Liviu Nicolaescu | These identities are special cases of Stein identities arxiv.org/pdf/1411.1179.pdf See also arxiv.org/pdf/1109.1880.pdf | |
| Apr 15, 2017 at 1:50 | history | edited | Michael Hardy | CC BY-SA 3.0 |
added 134 characters in body
|
| Apr 14, 2017 at 21:52 | answer | added | Liviu Nicolaescu | timeline score: 4 | |
| Apr 14, 2017 at 21:13 | answer | added | Carlo Beenakker | timeline score: 6 | |
| Apr 14, 2017 at 21:00 | comment | added | Carlo Beenakker | right, I had indeed misread, thanks for clarifying; any idea how this might work for $T$ the identity operator...? | |
| Apr 14, 2017 at 20:26 | comment | added | Liviu Nicolaescu | I think that he asks the converse: given an operator find a distribution.Your construction produeces an operator given a distribution. | |
| Apr 14, 2017 at 19:41 | comment | added | Carlo Beenakker | I may misunderstand you, but what if I just define $(Tg)(X)=[{\rm var}(X)]^{-1}Xg(X)$ -- it's a linear operator on functions $g$ and your identity then always holds (assuming the variance is nonzero) | |
| Apr 14, 2017 at 19:05 | history | asked | Michael Hardy | CC BY-SA 3.0 |