KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION

DOI10.11568/KJM.2015.23.1.1MaRDI QIDQ5216998zbMATH OpenOpenAlexFDO

Authors Yoon Tae Kim, Hyun Suk Park

Publication date 21 February 2020

Published in Korean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.11568/kjm.2015.23.1.1

zbMATH Keywords

fractional Brownian motionKolmogorov distanceMalliavin calculusmultidimensional normal approximationStein's methodWasserstein distance

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites work

• Central limit theorems for non-linear functionals of Gaussian fields
• CLT and other limit theorems for functionals of Gaussian processes
• scientific article; zbMATH DE number 4073644 (Why is no real title available?)
• Multivariate normal approximation using Stein's method and Malliavin calculus
• On the rate of convergence in the multivariate CLT
• Quantitative Breuer-Major theorems
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Stein's method on Wiener chaos
• The Malliavin Calculus and Related Topics

Cited in

(8)

• An Edgeworth expansion for functionals of Gaussian fields and its applications
• Multivariate normal approximation on the Wiener space: new bounds in the convex distance
• High-dimensional central limit theorems by Stein's method
• Multivariate second order Poincaré inequalities for Poisson functionals
• Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
• Normal approximation of Poisson functionals in Kolmogorov distance
• scientific article; zbMATH DE number 5008340 (Why is no real title available?)
• Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications

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