The variance-gamma (VG) distributions form a four-parameter family which includes as
special and limiting cases the normal, gamma and Laplace distributions. Some of the …

We establish general upper bounds on the Kolmogorov distance between two probability
distributions in terms of the distance between these distributions as measured with respect …

On the moments of the variance-gamma distribution - ScienceDirect Skip to main contentSkip
to article Elsevier logo Journals & Books Search RegisterSign in View PDF Download full …

This study focused on the extreme heavy rainstorm that occurred in Zhengzhou in July 2021;
approximately 380 people were killed or missing as a result of this storm. To investigate the …

We obtain new bounds for the solution of the variance-gamma (VG) Stein equation that are
of the correct form for approximations in terms of the Wasserstein and Kolmogorov metrics …

We obtain exact formulas for the cumulative distribution function of the variance-gamma
distribution, as infinite series involving the modified Bessel function of the second kind and …

This paper analyzes the distribution distance between random vectors from the analytic
wavelet transform of squared envelopes of Gaussian processes and their large-scale limits …

We obtain exact formulas for the absolute raw and central moments of the variance-gamma
distribution, as infinite series involving the modified Bessel function of the second kind and …

The moving average of the complex modulus of the analytic wavelet transform provides a
robust time-scale representation for signals to small time shifts and deformation. In this work …

Abstract In 1972, Charles Stein introduced a novel approach to deriving distributional
approximations in probability theory, allowing one to obtain explicit bounds with respect to a …