Stein's method and stochastic analysis of Rademacher functionals
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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
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