Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields

zbMath1283.60034arXiv1305.6523MaRDI QIDQ2871439

Simon Campese

Publication date: 23 January 2014

Full work available at URL: https://arxiv.org/abs/1305.6523

zbMATH Keywords

contractionMalliavin calculusoptimalityStein's methodmultiple integralEdgeworth expansionGaussian approximation

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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