Comparison inequalities on Wiener space
From MaRDI portal
Publication:2436789
DOI10.1016/j.spa.2013.12.001zbMath1282.60032arXiv1306.2430OpenAlexW2019075376MaRDI QIDQ2436789
Ivan Nourdin, Giovanni Peccati, Frederi G. Viens
Publication date: 26 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.2430
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items
Fisher information and the fourth moment theorem ⋮ On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions ⋮ The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices ⋮ Extremes of vector-valued Gaussian processes: exact asymptotics
Cites Work
- Unnamed Item
- Unnamed Item
- Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
- Stein's method on Wiener chaos
- Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis
- Multivariate normal approximation using Stein's method and Malliavin calculus
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- Density formula and concentration inequalities with Malliavin calculus
- The thermodynamic limit in mean field spin glass models
- An introduction to analysis on Wiener space
- Universality in Sherrington-Kirkpatrick's spin glass model
- On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
- Regularization of differential equations by fractional noise.
- Normal Approximations with Malliavin Calculus
- The Malliavin Calculus and Related Topics
- Some comparisons for Gaussian processes
- Random Fields and Geometry
- Statistical Mechanics of Disordered Systems