A separable assignment problem (SAP) is defined by a set of bins and a set of items to pack in each bin; a value, f, for assigning item j to bin i; and a separate packing constraint for each bin—i.e., ...
We analyse the strong approximation of the Cox–Ingersoll–Ross (CIR) process in the regime where the process does not hit zero by a positivity preserving drift ...
Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...
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