Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields (Q971939)

For a sequence \((X_n)\) of random variables converging in law to a standard normal random variable \(Z\), Berry-Esseen type theorems provide bounds for the Kolmogorov distance \(d(X_n, Z)\). Stein's method for normal approximation reduces this problem to finding bounds for \(\sup(\mathbb{E}(f^{\prime}(X_n) - X_n f(X_n)))\), where \(f\) runs over a suitable class of test functions. In their paper [Probab. Theory Relat. Fields 145, No. 1--2, 75--118 (2009; Zbl 1175.60053)], \textit{I. Nourdin} and \textit{G. Peccati} have devised a method to bound this expression in the case that \(X_n\) is a functional of a Gaussian field. This method makes crucial use of the integration by parts formula of Malliavin calculus. In the paper under review, the authors refine their method in a way that makes it possible to assess the optimality of the bounds thus obtained. This is then applied to Toeplitz quadratic functionals of continuous-time stationary processes, to quadratic functionals of a Brownian sheet, and to a continuous-time version of the Breuer-Major CLT for functionals of a fractional Brownian motion.