Multivariate normal approximation using Stein's method and Malliavin calculus
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Publication:974767
DOI10.1214/08-AIHP308zbMath1196.60035arXiv0804.1889OpenAlexW2090343294MaRDI QIDQ974767
Ivan Nourdin, Anthony Réveillac, Giovanni Peccati
Publication date: 7 June 2010
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0804.1889
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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- On the rate of convergence in the multivariate CLT
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- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
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- Stein's method for diffusion approximations
- Gaussian approximations of multiple integrals
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Central limit theorems for sequences of multiple stochastic integrals
- The Malliavin Calculus and Related Topics
- CLT and other limit theorems for functionals of Gaussian processes
- Real Analysis and Probability
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