Stein's method on Wiener chaos

DOI10.1007/s00440-008-0162-xzbMath1175.60053arXiv0712.2940MaRDI QIDQ839413

Giovanni Peccati, Ivan Nourdin

Publication date: 2 September 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.2940

zbMATH Keywords

fractional Brownian motion; Malliavin calculus; Stein's method; normal approximation; Berry-Esséen bound; second Wiener chaos; Gamma approximation

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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