Multivariate Gaussian approximations on Markov chaoses
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Publication:303678
DOI10.1214/16-ECP4615zbMath1345.60012arXiv1510.02105MaRDI QIDQ303678
Ivan Nourdin, Giovanni Peccati, Guillaume Poly, Simon Campese
Publication date: 22 August 2016
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.02105
Central limit and other weak theorems (60F05) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Markov processes (60J99)
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A Peccati-Tudor type theorem for Rademacher chaoses ⋮ High-dimensional central limit theorems for homogeneous sums ⋮ Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle ⋮ Fourth moment theorems on the Poisson space in any dimension ⋮ Approximation of Hilbert-valued gaussians on Dirichlet structures
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