KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION (Q5216998): Difference between revisions

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Latest revision as of 17:22, 30 December 2024

scientific article; zbMATH DE number 7171897
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KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION
scientific article; zbMATH DE number 7171897

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    KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION (English)
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    21 February 2020
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    Malliavin calculus
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    Kolmogorov distance
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    Stein's method
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    multidimensional normal approximation
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    Wasserstein distance
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    fractional Brownian motion
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