Multidimensional Stein method and quantitative asymptotic independence

DOI10.1090/TRAN/9284MaRDI QIDQ6664337FDOQ6664337

Authors: Ciprian A. Tudor 

Publication date: 16 January 2025

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

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zbMATH Keywords

Malliavin calculusasymptotic independenceStein's methodmultiple stochastic integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Stochastic integrals (60H05)

Cites Work

• The Malliavin Calculus and Related Topics
• Convergence of integrated processes of arbitrary Hermite rank
• Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
• Central limit theorems for non-linear functionals of Gaussian fields
• Central limit theorems for sequences of multiple stochastic integrals
• Stein's method on Wiener chaos
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Fundamentals of Stein's method
• Gaussian Hilbert Spaces
• Title not available (Why is that?)
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Analysis of variations for self-similar processes. A stochastic calculus approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• Selfsimilar processes with stationary increments in the second Wiener chaos
• Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
• Renormalized self-intersection local time for fractional Brownian motion
• The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals
• On independence and conditioning on Wiener space
• Strong asymptotic independence on Wiener chaos
• Integration by parts and the KPZ two-point function

Cited In (1)

• Multidimensional Stein's method for gamma approximation

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