Stein法向近似法的回顾与反思
Stein's method of normal approximation: Some recollections and reflections
摘要：
本文从个人的角度对Stein的正态逼近方法作一个简短的阐述。它主要集中在正态分布的特征和Stein恒等式的构造。通过例子，它提供了一瞥到许多方法来构建斯坦身份和斯坦的方法，以数学问题的不同应用。书中还包括一些历史趣闻，包括斯坦因是如何发现他的方法的，以及我是如何找到他的贝里-埃辛定理的一个未发表的证明的。
英文摘要：
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 It also includes anecdotes of historical interest, including how Stein discovered his method and how I found an unpublished proof of his of the Berry-Esseen theorem.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
