KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION
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Publication:5216998
DOI10.11568/kjm.2015.23.1.1zbMath1433.60029MaRDI QIDQ5216998
Publication date: 21 February 2020
Published in: Korean Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11568/kjm.2015.23.1.1
fractional Brownian motion; Malliavin calculus; Stein's method; Kolmogorov distance; Wasserstein distance; multidimensional normal approximation
60H07: Stochastic calculus of variations and the Malliavin calculus
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Multivariate normal approximation on the Wiener space: new bounds in the convex distance, High-dimensional central limit theorems by Stein's method, Multivariate second order Poincaré inequalities for Poisson functionals
Cites Work
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