Stein meets Malliavin in normal approximation

DOI10.1007/s40306-015-0141-0zbMath1322.60028arXiv1407.5172MaRDI QIDQ2355857

Louis H. Y. Chen

Publication date: 28 July 2015

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.5172

zbMATH Keywords

fractional Brownian motion; Gaussian processes; Malliavin calculus; Stein's method; functional central limit theorems; normal approximation; Wiener chaos; fourth moment theorem; multiple Wiener-Itō integrals; Berry-Esseen theorem; Breuer-Major theorem

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

60F17: Functional limit theorems; invariance principles

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