Normal Approximations with Malliavin Calculus

DOI10.1017/CBO9781139084659zbMath1266.60001MaRDI QIDQ2891288

Giovanni Peccati, Ivan Nourdin

Publication date: 15 June 2012

Full work available at URL: https://doi.org/10.1017/cbo9781139084659

zbMATH Keywords

Malliavin calculus; Stein's method; central limit theorem; probability distances; normal approximations; isonormal Gaussian processes

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

60H07: Stochastic calculus of variations and the Malliavin calculus

62E17: Approximations to statistical distributions (nonasymptotic)

60B10: Convergence of probability measures

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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