Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications

DOI10.1016/J.JKSS.2015.03.003zbMATH Open1327.60113OpenAlexW2045619670MaRDI QIDQ892884FDOQ892884

Authors Yoon Tae Kim, Hyun Suk Park 

Publication date 12 November 2015

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2015.03.003

zbMATH Keywords

Malliavin calculuscentral limit theoremKolmogorov distancesojourn timesStein's equationquantitative Breuer-Major theorems

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) (L^p)-limit theorems (60F25)

Recommendations

• Rate of convergence in the Breuer-Major theorem via chaos expansions
• KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION
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• Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
• The optimal fourth moment theorem

Cites Work

• CLT and other limit theorems for functionals of Gaussian processes
• Central limit theorems for non-linear functionals of Gaussian fields
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• On the rate of convergence for central limit theorems of sojourn times of Gaussian fields
• Quantitative Breuer-Major theorems
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Stein's method on Wiener chaos
• The Malliavin Calculus and Related Topics

Cited In (3)

• Rate of convergence in the Breuer-Major theorem via chaos expansions
• On rate of convergence in non-central limit theorems
• Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields

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