Stein approximation for functionals of independent random sequences

DOI10.1214/17-EJP132zbMath1390.60093arXiv1706.09728OpenAlexW2962815375MaRDI QIDQ1748905

Nicolas Privault, Grzegorz Serafin

Publication date: 15 May 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.09728

zbMATH Keywords

Malliavin calculusClark-Ocone formulauniform distributionStein-Chen methodindependent sequencescovariance representations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57)

Related Items (5)

Berry-Esseen bounds for functionals of independent random variables ⋮ Rates of convergence in the central limit theorem for nonlinear statistics under relaxed moment conditions ⋮ On the size of chaos via Glauber calculus in the classical mean-field dynamics ⋮ Normal approximation for generalizedU-statistics and weighted random graphs ⋮ Malliavin calculus for marked binomial processes and applications

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