On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces
DOI10.1016/J.JFA.2011.04.016zbMATH Open1221.60110OpenAlexW2083497769MaRDI QIDQ549655FDOQ549655
Authors: Hsin-Hung Shih
Publication date: 18 July 2011
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2011.04.016
Recommendations
Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Measures and integration on abstract linear spaces (46G12) Probabilistic potential theory (60J45)
Cites Work
- Gaussian measures in Banach spaces
- Stochastic Equations in Infinite Dimensions
- White noise calculus and Fock space
- Stein's method on Wiener chaos
- Stochastic processes and orthogonal polynomials
- On the small balls problem for equivalent Gaussian measures
- Title not available (Why is that?)
- Stein's method for diffusion approximations
- On Stein's method for multivariate normal approximation
- Multivariate normal approximation using exchangeable pairs
- Title not available (Why is that?)
- An Introduction to Stein's Method
- Multivariate normal approximations by Stein's method and size bias couplings
- On the rate of convergence in the multivariate CLT
- Potential theory on Hilbert space
- Title not available (Why is that?)
- Multivariate normal approximation using Stein's method and Malliavin calculus
- Poisson approximation for dependent trials
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Quasi-Differentiable Functions on Banach Spaces
- Title not available (Why is that?)
- Orthogonal polynomials in Stein's method
- Second order Poincaré inequalities and CLTs on Wiener space
- Title not available (Why is that?)
- Parabolic Equations Associated with the Number Operator
- Sharp inequalities and regularity of heat semigroup on infinite dimensional spaces
- The Ornstein-Uhlenbeck semigroup in an infinite dimensional L\(^2\) setting
- Berry-Esseen estimates in Hilbert space and an application to the law of the iterated logarithm
- On seminorms and probabilities, and abstract Wiener spaces
- Gaussian measures on a Banach space
- Integration by parts formula and the Stein lemma on abstract Wiener space
- The Topological Support of Gauss Measure on Hilbert Space
Cited In (25)
- Functional Gaussian approximations on Hilbert-Poisson spaces
- Gaussian random field approximation via Stein's method with applications to wide random neural networks
- Donsker's theorem in Wasserstein-1 distance
- Integration-by-parts characterizations of Gaussian processes
- Non Uniform Bounds on Geometric Approximation Via Stein's Method and w-Functions
- High-dimensional central limit theorems by Stein's method
- Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry
- Functional approximations via Stein's method of exchangeable pairs
- Stein's method of exchangeable pairs in multivariate functional approximations
- Title not available (Why is that?)
- Stein's method for multivariate Brownian approximations of sums under dependence
- Stein's method for diffusive limits of queueing processes
- Stein's method, Gaussian processes and palm measures, with applications to queueing
- Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs
- Bernstein-Jackson inequalities on Gaussian Hilbert spaces
- Approximation of Hilbert-valued gaussians on Dirichlet structures
- Higher-order Stein kernels for Gaussian approximation
- On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process
- Malliavin-Stein method: a survey of some recent developments
- On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold
- Stein's method for rough paths
- Approximating dependent rare events
- Stein's method in high dimensions with applications
- Diffusive limits of Lipschitz functionals of Poisson measures
- Stein's method, smoothing and functional approximation
This page was built for publication: On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q549655)