Total variation bounds for Gaussian functionals

DOI10.1016/J.SPA.2018.07.005zbMATH Open1415.60006OpenAlexW2884265793MaRDI QIDQ2000146FDOQ2000146

Authors: Luca Pratelli, Pietro Rigo 

Publication date: 28 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2018.07.005

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zbMATH Keywords

Gaussian processfractional Brownian motionstable convergencetotal variation distance

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Cites Work

• Normal approximations with Malliavin calculus. From Stein's method to universality
• Title not available (Why is that?)
• Weighted power variations of iterated Brownian motion
• Quantitative stable limit theorems on the Wiener space
• Title not available (Why is that?)
• Central and non-central limit theorems for weighted power variations of fractional Brownian motion
• Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)

Cited In (11)

• Limit theorems for quadratic variations of the Lei-Nualart process
• A central limit theorem for some generalized martingale arrays
• Convergence in total variation to a mixture of Gaussian laws
• Limit theorems for singular Skorohod integrals
• A Berry-Esséen bound for \(H\)-variation of a Gaussian process
• Total variation bound for Milstein scheme without iterated integrals
• Stable limit theorems on the Poisson space
• A general version of Price's theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors
• Total variation estimates in the Breuer-Major theorem
• Convergence rates for the full Gaussian rough paths
• The limit distribution of a singular sequence of Itô integrals

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