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Stein's method of normal approximation: Some recollections and reflections

arXiv 2104.08302 ↗First posted 16 Apr 2021math.PR stat.MEcited by 4

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Abstract (arXiv)

This paper is a short exposition of Stein's method of normal approximation from my personal perspective. It focuses mainly on the characterization of the normal distribution and the construction of Stein identities. Through examples, it provides glimpses into the many approaches to constructing Stein identities and the diverse applications of Stein's method to mathematical problems. It also includes anecdotes of historical interest, including how Stein discovered his method and how I found an unpublished proof of his of the Berry-Esseen theorem.

Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). First posted on arXiv 16 Apr 2021.

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Citing papers per year: 2024: 1; 2025: 1; 2026: 2.

4 papers.