Total variation bounds for Gaussian functionals

DOI10.1016/J.SPA.2018.07.005MaRDI QIDQ2000146zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 2152200 (Why is no real title available?)
• scientific article; zbMATH DE number 3227597 (Why is no real title available?)
• Central and non-central limit theorems for weighted power variations of fractional Brownian motion
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Quantitative stable limit theorems on the Wiener space
• Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
• Weighted power variations of iterated Brownian motion

Cited in

(11)

• Convergence in total variation to a mixture of Gaussian laws
• 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
• Limit theorems for quadratic variations of the Lei-Nualart process
• Convergence rates for the full Gaussian rough paths
• Limit theorems for singular Skorohod integrals
• A central limit theorem for some generalized martingale arrays
• The limit distribution of a singular sequence of Itô integrals
• A Berry-Esséen bound for \(H\)-variation of a Gaussian process
• Total variation bound for Milstein scheme without iterated integrals

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