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