Quantitative Breuer-Major theorems (Q544489): Difference between revisions

The authors focus on the behaviour of sequences of random variables of the type \[ S_n=n^{-1/2}\sum^n_{k=1}\{f(X_k)-E[f(X_k)]\},\quad n\leq 1, \] where \(X=(X_k)_{k\in \mathbb Z}\) is a \(d\)-dimensional Gaussian process, \(f:\mathbb R^d\to\mathbb R\) is a measurable function. They derive explicit upper bounds for quantities of the type \(|\text{E}[h(S_n)]-\text{E}[h(S)]|\), where \(h\) is a sufficiently smooth test function. In particular, these results generalize and refine some classic central limit theorems concerning the normal approximation of partial sums associated with Gaussian-subordinated time series.