Multidimensional Stein method and quantitative asymptotic independence
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Publication:6664337
DOI10.1090/TRAN/9284MaRDI QIDQ6664337
Publication date: 16 January 2025
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Cites Work
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- Fundamentals of Stein's method
- Stein's method on Wiener chaos
- On independence and conditioning on Wiener space
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- Renormalized self-intersection local time for fractional Brownian motion
- Integration by parts and the KPZ two-point function
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Central limit theorems for sequences of multiple stochastic integrals
- Strong asymptotic independence on Wiener chaos
- Analysis of Variations for Self-similar Processes
- The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals
- Normal approximations with Malliavin calculus. From Stein's method to universality
- Selfsimilar processes with stationary increments in the second Wiener chaos
- The Malliavin Calculus and Related Topics
- Convergence of integrated processes of arbitrary Hermite rank
- Gaussian Hilbert Spaces
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