Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions

DOI10.1016/j.spa.2014.09.001zbMath1301.60015arXiv1202.6430OpenAlexW1992732212MaRDI QIDQ468735

Richard Eden, Juan Víquez

Publication date: 7 November 2014

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

Full work available at URL: https://arxiv.org/abs/1202.6430

zbMATH Keywords

Malliavin calculusStein's methodconvergence in distributionPearson distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (12)

Optimal Gamma Approximation on Wiener Space ⋮ Quantitative stable limit theorems on the Wiener space ⋮ Stein's method for functions of multivariate normal random variables ⋮ Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances ⋮ Four moments theorems on Markov chaos ⋮ Stein operators for variables form the third and fourth Wiener chaoses ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ A bound on the Wasserstein-2 distance between linear combinations of independent random variables ⋮ Asymptotic expansion of Skorohod integrals ⋮ Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I ⋮ Stein characterizations for linear combinations of gamma random variables ⋮ On algebraic Stein operators for Gaussian polynomials

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