Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
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Publication:2863819
zbMath1277.60046arXiv1109.1546MaRDI QIDQ2863819
Hermine Biermé, Giovanni Peccati, Ivan Nourdin, Aline Bonami
Publication date: 4 December 2013
Full work available at URL: https://arxiv.org/abs/1109.1546
cumulantsfractional Brownian motionMalliavin calculusStein's methodcentral limit theoremsGaussian fieldsBerry-Esseen inequalitiesoptimal ratesBreuer-Major theorem
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Approximations to statistical distributions (nonasymptotic) (62E17)
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