Multivariate normal approximation using Stein's method and Malliavin calculus
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Publication:974767
DOI10.1214/08-AIHP308zbMath1196.60035arXiv0804.1889MaRDI QIDQ974767
Giovanni Peccati, Ivan Nourdin, Anthony Réveillac
Publication date: 7 June 2010
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0804.1889
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60H07: Stochastic calculus of variations and the Malliavin calculus
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