Quantitative stable limit theorems on the Wiener space
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Publication:272936
DOI10.1214/14-AOP965zbMath1356.60035arXiv1305.3899MaRDI QIDQ272936
Ivan Nourdin, Giovanni Peccati, David Nualart
Publication date: 21 April 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.3899
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (15)
Convergence in total variation to a mixture of Gaussian laws ⋮ High order asymptotic expansion for Wiener functionals ⋮ A central limit theorem for some generalized martingale arrays ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ Asymptotic expansion and estimates of Wiener functionals ⋮ Rate of convergence for the weighted Hermite variations of the fractional Brownian motion ⋮ Discrete rough paths and limit theorems ⋮ Total variation bounds for Gaussian functionals ⋮ Asymptotic expansion of Skorohod integrals ⋮ Stable limit theorems on the Poisson space ⋮ An improved second-order Poincaré inequality for functionals of Gaussian fields ⋮ Weak convergence on Wiener space: targeting the first two chaoses ⋮ Limit theorems for singular Skorohod integrals ⋮ The limit distribution of a singular sequence of Itô integrals ⋮ On algebraic Stein operators for Gaussian polynomials
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