Total variation distance between stochastic polynomials and invariance principles

DOI10.1214/19-AOP1346zbMath1456.60070arXiv1705.05194OpenAlexW2990266091MaRDI QIDQ2189458

Vlad Bally, Lucia Caramellino

Publication date: 15 June 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.05194

zbMATH Keywords

invariance principlesU-statisticsabstract Malliavin calculusquadratic central limit theoremstochastic polynomials

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17)

Related Items (8)

Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables ⋮ Berry-Esseen bounds for functionals of independent random variables ⋮ Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds ⋮ Improved bounds for the total variation distance between stochastic polynomials ⋮ Regularity of distributions of Sobolev mappings in abstract settings ⋮ Fractional smoothness of images of logarithmically concave measures under polynomials ⋮ Distributions of polynomials in Gaussian random variables under constraints on the powers of variables ⋮ Distributions of second order polynomials in Gaussian random variables

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