Stein meets Malliavin in normal approximation

DOI10.1007/s40306-015-0141-0zbMath1322.60028arXiv1407.5172OpenAlexW2124816367MaRDI QIDQ2355857

Louis H. Y. Chen

Publication date: 28 July 2015

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.5172

zbMATH Keywords

fractional Brownian motionGaussian processesMalliavin calculusStein's methodfunctional central limit theoremsnormal approximationWiener chaosfourth moment theoremmultiple Wiener-Itō integralsBerry-Esseen theoremBreuer-Major theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Generalization of the Nualart-Peccati criterion ⋮ Itô differential representation of singular stochastic Volterra integral equations ⋮ Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields ⋮ Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle

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