Total variation bounds for Gaussian functionals

DOI10.1016/j.spa.2018.07.005zbMath1415.60006OpenAlexW2884265793MaRDI QIDQ2000146

Luca Pratelli, Pietro Rigo

Publication date: 28 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2018.07.005

zbMATH Keywords

fractional Brownian motionGaussian processstable convergencetotal variation distance

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)

Related Items (5)

Convergence in total variation to a mixture of Gaussian laws ⋮ A central limit theorem for some generalized martingale arrays ⋮ Stable limit theorems on the Poisson space ⋮ Limit theorems for singular Skorohod integrals ⋮ The limit distribution of a singular sequence of Itô integrals

Cites Work

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• Quantitative stable limit theorems on the Wiener space
• Central and non-central limit theorems for weighted power variations of fractional Brownian motion
• Weighted power variations of iterated Brownian motion
• Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
• Normal Approximations with Malliavin Calculus

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