Multidimensional Stein method and quantitative asymptotic independence

DOI10.1090/TRAN/9284MaRDI QIDQ6664337zbMATH OpenFDO

Authors Ciprian A. Tudor

Publication date 16 January 2025

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

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)

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Cites work

• scientific article; zbMATH DE number 50805 (Why is no real title available?)
• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• scientific article; zbMATH DE number 2149887 (Why is no real title available?)
• Analysis of variations for self-similar processes. A stochastic calculus approach
• Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for non-linear functionals of Gaussian fields
• Central limit theorems for sequences of multiple stochastic integrals
• Convergence of integrated processes of arbitrary Hermite rank
• Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
• Fundamentals of Stein's method
• Gaussian Hilbert Spaces
• Integration by parts and the KPZ two-point function
• Normal approximations with Malliavin calculus. From Stein's method to universality
• On independence and conditioning on Wiener space
• Renormalized self-intersection local time for fractional Brownian motion
• Selfsimilar processes with stationary increments in the second Wiener chaos
• Stein's method on Wiener chaos
• Strong asymptotic independence on Wiener chaos
• The Malliavin Calculus and Related Topics
• The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals

Cited in

(1)

• Multidimensional Stein's method for gamma approximation

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