Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent

DOI10.1016/j.spa.2009.07.002zbMath1175.60056arXiv0901.0383OpenAlexW2095852781WikidataQ125054794 ScholiaQ125054794MaRDI QIDQ734658

Frederi G. Viens

Publication date: 13 October 2009

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

Full work available at URL: https://arxiv.org/abs/0901.0383

zbMATH Keywords

Anderson modelMalliavin calculuspolymerrandom mediaWiener chaosStein's lemmafluctuation exponentsub-Gaussian

Mathematics Subject Classification ID

Gaussian processes (60G15) Statistical mechanics of polymers (82D60) Stochastic calculus of variations and the Malliavin calculus (60H07) Processes in random environments (60K37)

Related Items (10)

Fisher information and the fourth moment theorem ⋮ Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis ⋮ Influence of spatial correlation for directed polymers ⋮ Stein's method for invariant measures of diffusions via Malliavin calculus ⋮ Comparison inequalities on Wiener space ⋮ Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions ⋮ Entropy and the fourth moment phenomenon ⋮ Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates ⋮ Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one ⋮ The optimal fourth moment theorem

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