Multivariate normal approximation using Stein's method and Malliavin calculus

DOI10.1214/08-AIHP308zbMath1196.60035arXiv0804.1889MaRDI 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

zbMATH Keywords

Malliavin calculus; Stein's method; normal approximation; Wasserstein distance

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60H07: Stochastic calculus of variations and the Malliavin calculus

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