Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
From MaRDI portal
Publication:468735
DOI10.1016/j.spa.2014.09.001zbMath1301.60015arXiv1202.6430OpenAlexW1992732212MaRDI QIDQ468735
Publication date: 7 November 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.6430
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (12)
Optimal Gamma Approximation on Wiener Space ⋮ Quantitative stable limit theorems on the Wiener space ⋮ Stein's method for functions of multivariate normal random variables ⋮ Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances ⋮ Four moments theorems on Markov chaos ⋮ Stein operators for variables form the third and fourth Wiener chaoses ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ A bound on the Wasserstein-2 distance between linear combinations of independent random variables ⋮ Asymptotic expansion of Skorohod integrals ⋮ Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I ⋮ Stein characterizations for linear combinations of gamma random variables ⋮ On algebraic Stein operators for Gaussian polynomials
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stein's method for invariant measures of diffusions via Malliavin calculus
- On the Gaussian approximation of vector-valued multiple integrals
- Cramér theorem for gamma random variables
- Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
- Noncentral convergence of multiple integrals
- Stein's method on Wiener chaos
- Canonical Lévy process and Malliavin calculus
- A new method of normal approximation
- Stein's method and normal approximation of Poisson functionals
- Variations and estimators for self-similarity parameters via Malliavin calculus
- Second order Poincaré inequalities and CLTs on Wiener space
- Density formula and concentration inequalities with Malliavin calculus
- Closed form summation for classical distributions: variations on a theme of de Moivre
- Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Central limit theorems for sequences of multiple stochastic integrals
- Asymptotic Cramér’s Theorem and Analysis on Wiener Space
- Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
- The Malliavin Calculus and Related Topics
- Lévy Processes and Stochastic Calculus
- General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations
This page was built for publication: Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
