A total variation version of Breuer-Major central limit theorem under D^1, 2 assumption

DOI10.1214/24-ECP583MaRDI QIDQ6597228zbMATH OpenFDO

Authors Jürgen Angst, Federico Dalmao, Guillaume Poly

Publication date 3 September 2024

Published in Electronic Communications in Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-ECP583

zbMATH Keywords

Breuer-Major CLTMalliavin calculusStein's equationtotal variation distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Recommendations

• Total variation estimates in the Breuer-Major theorem
• The functional Breuer-Major theorem
• Continuous Breuer-Major theorem: tightness and nonstationarity
• Quantitative Breuer-Major theorems
• Central limit theorem for functionals of a generalized self-similar Gaussian process

Cites work

• Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality
• Central limit theorems for non-linear functionals of Gaussian fields
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Malliavin calculus and its applications
• Normal approximations with Malliavin calculus. From Stein's method to universality
• On the absolute continuity of random nodal volumes
• Rate of convergence in the Breuer-Major theorem via chaos expansions
• Total variation estimates in the Breuer-Major theorem

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