Stein's method and stochastic analysis of Rademacher functionals

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

zbMATH Keywords

Stein's methodchaos expansionGaussian approximationCLTs for multilinear formsCLTs for multiple integralsMalliavin operatorsRademacher sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stochastic calculus of variations and the Malliavin calculus (60H07) Limit theorems in probability theory (60F99)

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