Derives arbitrary-order Papathanasiou-type variance expansions via probabilistic Lagrange identity representation, yielding generalized weights for arbitrary univariate distributions.
arXiv preprin t arXiv:1804.04699 (2018)
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New representations of Stein operators produce explicit weighted covariance identities that deliver sharp upper and lower covariance bounds and weighted Poincaré inequalities for univariate targets, recovering classical results as corollaries.
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On infinite covariance expansions
Derives arbitrary-order Papathanasiou-type variance expansions via probabilistic Lagrange identity representation, yielding generalized weights for arbitrary univariate distributions.
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First order covariance inequalities via Stein's method
New representations of Stein operators produce explicit weighted covariance identities that deliver sharp upper and lower covariance bounds and weighted Poincaré inequalities for univariate targets, recovering classical results as corollaries.