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

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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)

Cites Work

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

Cited In (2)

• 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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