Exchangeable pairs on Wiener chaos

DOI10.1007/978-3-030-26391-1_14zbMath1448.60100arXiv1704.02164OpenAlexW2607101653MaRDI QIDQ2190643

Ivan Nourdin, Guangqu Zheng

Publication date: 21 June 2020

Full work available at URL: https://arxiv.org/abs/1704.02164

zbMATH Keywords

Brownian motionMalliavin calculusStein's methodexchangeable pairs

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (7)

A Peccati-Tudor type theorem for Rademacher chaoses ⋮ Unnamed Item ⋮ Fourth moment theorems on the Poisson space in any dimension ⋮ Almost sure convergence on chaoses ⋮ Gaussian fluctuation for Gaussian Wishart matrices of overall correlation ⋮ Asymptotic behavior of large Gaussian correlated Wishart matrices ⋮ New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems

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