Rate of convergence in the Breuer-Major theorem via chaos expansions

DOI10.1080/07362994.2019.1640613zbMath1423.60103arXiv1905.04324OpenAlexW2964157782WikidataQ127461081 ScholiaQ127461081MaRDI QIDQ5240650

David Nualart, Sefika Kuzgun

Publication date: 29 October 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.04324

zbMATH Keywords

rate of convergenceWiener chaosBreuer-Major theoremStein-Malliavin approach

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Unnamed Item
• Stein's method on Wiener chaos
• Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
• Central limit theorems for non-linear functionals of Gaussian fields
• Best constants in Young's inequality, its converse, and its generalization to more than three functions
• Noncentral limit theorem for the generalized Hermite process
• \(L^p\)-norms of Hermite polynomials and an extremal problem on Wiener chaos
• The functional Breuer-Major theorem
• Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality
• Central limit theorems for sequences of multiple stochastic integrals
• Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Introduction to Malliavin Calculus
• The optimal fourth moment theorem