Stein operators for variables form the third and fourth Wiener chaoses

DOI10.1016/j.spl.2018.09.001zbMath1407.60036arXiv1805.08830MaRDI QIDQ1726825

Robert E. Gaunt

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.08830

zbMATH Keywords

Stein's method; normal distribution; Hermite polynomial; Wiener chaos; non-central chi-square distribution

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60H07: Stochastic calculus of variations and the Malliavin calculus

Uses Software

• DLMF