Convergence in total variation to a mixture of Gaussian laws

DOI10.3390/MATH6060099MaRDI QIDQ1634366zbMATH OpenOpenAlexFDO

Authors Luca Pratelli, Pietro Rigo

Publication date 18 December 2018

Published in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/math6060099

zbMATH Keywords

rate of convergenceWasserstein distancetotal variation distanceweighted quadratic variationmixture of Gaussian laws

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05)

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Cites work

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• A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
• Central and non-central limit theorems for weighted power variations of fractional Brownian motion
• Convergence in total variation on Wiener chaos
• Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
• Limit theorems for a class of identically distributed random variables.
• Malliavin-Stein method for variance-gamma approximation on Wiener space
• Milstein's type schemes for fractional SDEs
• Normal approximations with Malliavin calculus. From Stein's method to universality
• On Convergence in the Mean for Densities
• On Stein's method for products of normal random variables and zero bias couplings
• Power variation and stochastic volatility: a review and some new results
• Quantitative stable limit theorems on the Wiener space
• Total variation bounds for Gaussian functionals
• Weighted power variations of iterated Brownian motion
• \(L^1\) bounds in normal approximation

Cited in

(7)

• On almost sure convergence of random variables with finite chaos decomposition
• scientific article; zbMATH DE number 1516536 (Why is no real title available?)
• Limit theorems for singular Skorohod integrals
• A central limit theorem for some generalized martingale arrays
• Quantitative bounds in the central limit theorem for \(m\)-dependent random variables
• Uniform convergence to a law containing Gaussian and Cauchy distributions
• Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables

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