Stein's method and stochastic analysis of Rademacher functionals
From MaRDI portal
Publication:638343
DOI10.1214/EJP.v15-823zbMath1225.60046arXiv0810.2890WikidataQ57747968 ScholiaQ57747968MaRDI QIDQ638343
Ivan Nourdin, Gesine D. Reinert, Giovanni Peccati
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.2890
Stein's method; chaos expansion; Gaussian approximation; CLTs for multilinear forms; CLTs for multiple integrals; Malliavin operators; Rademacher sequence
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
60H07: Stochastic calculus of variations and the Malliavin calculus
60F99: Limit theorems in probability theory
Related Items
The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales, Spectral integrals of Bernoulli generalized functionals, Normal approximation for generalizedU-statistics and weighted random graphs, Quantum Bernoulli noises approach to Stochastic Schrödinger equation of exclusion type, Quantum Feller semigroup in terms of quantum Bernoulli noises, Weighted number operators on Bernoulli functionals and quantum exclusion semigroups, Linear stochastic Schrödinger equations in terms of quantum Bernoulli noises, A Peccati-Tudor type theorem for Rademacher chaoses, High-dimensional central limit theorems for homogeneous sums, Quantum Markov semigroup for open quantum system interacting with quantum Bernoulli noises, Generalized weighted number operators on functionals of discrete-time normal martingales, Ergodicity of exclusion semigroups constructed from quantum Bernoulli noises, Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences, Classical and free fourth moment theorems: universality and thresholds, Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals, Chaos of a Markov operator and the fourth moment condition, Discretizing Malliavin calculus, Quantitative CLTs for symmetric \(U\)-statistics using contractions, Stein approximation for functionals of independent random sequences, Fourth moment theorems on the Poisson space in any dimension, Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus, The multivariate functional de Jong CLT, Berry-Esseen bounds for functionals of independent random variables, Malliavin and Dirichlet structures for independent random variables, Normal approximation for sums of weighted \(U\)-statistics -- application to Kolmogorov bounds in random subgraph counting, Wick analysis for Bernoulli noise functionals, Universal Gaussian fluctuations on the discrete Poisson chaos, Bounding Kolmogorov distances through Wasserstein and related integral probability metrics, A simplified second-order Gaussian Poincaré inequality in discrete setting with applications, Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding
