The functional Breuer-Major theorem
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Publication:2291690
DOI10.1007/S00440-019-00917-1zbMath1434.60108arXiv1808.02378OpenAlexW2887175259WikidataQ127965614 ScholiaQ127965614MaRDI QIDQ2291690
Publication date: 31 January 2020
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.02378
Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17)
Related Items (12)
High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices ⋮ Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ Continuous Breuer-Major theorem for vector valued fields ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Oscillating Gaussian processes ⋮ Approximation of Hilbert-valued gaussians on Dirichlet structures ⋮ Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion ⋮ Rate of convergence in the Breuer-Major theorem via chaos expansions ⋮ Multivariate normal approximation on the Wiener space: new bounds in the convex distance ⋮ Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels
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- Central limit theorems for non-linear functionals of Gaussian fields
- Limit theorems for the nonlinear functional of stationary Gaussian processes
- Functional limit theorem for the self-intersection local time of the fractional Brownian motion
- Normal Approximations with Malliavin Calculus
- The Malliavin Calculus and Related Topics
- Convergence of integrated processes of arbitrary Hermite rank
- Introduction to Malliavin Calculus
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