Stein meets Malliavin in normal approximation (Q2355857): Difference between revisions

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Revision as of 07:49, 5 March 2024

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Stein meets Malliavin in normal approximation
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    Stein meets Malliavin in normal approximation (English)
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    28 July 2015
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    normal approximation
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    Stein's method
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    functional central limit theorems
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    Gaussian processes
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    Malliavin calculus
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    Berry-Esseen theorem
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    multiple Wiener-Itō integrals
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    Wiener chaos
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    fourth moment theorem
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    Breuer-Major theorem
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    fractional Brownian motion
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