KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION

DOI10.11568/kjm.2015.23.1.1zbMath1433.60029OpenAlexW2127507927MaRDI QIDQ5216998

Yoon Tae Kim, Hyun Suk Park

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

zbMATH Keywords

fractional Brownian motionMalliavin calculusStein's methodKolmogorov distanceWasserstein distancemultidimensional normal approximation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

High-dimensional central limit theorems by Stein's method ⋮ Multivariate second order Poincaré inequalities for Poisson functionals ⋮ Multivariate normal approximation on the Wiener space: new bounds in the convex distance

Cites Work

• Quantitative Breuer-Major theorems
• On the rate of convergence in the multivariate CLT
• Stein's method on Wiener chaos
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Multivariate normal approximation using Stein's method and Malliavin calculus
• Central limit theorems for non-linear functionals of Gaussian fields
• The Malliavin Calculus and Related Topics
• CLT and other limit theorems for functionals of Gaussian processes
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