Stein's method on Wiener chaos

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Publication:839413

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DOI10.1007/s00440-008-0162-xzbMath1175.60053arXiv0712.2940OpenAlexW2006471730MaRDI QIDQ839413

Ivan Nourdin, Giovanni Peccati

Publication date: 2 September 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.2940

zbMATH Keywords

fractional Brownian motion Malliavin calculus Stein's method normal approximation Berry-Esséen bound second Wiener chaos Gamma approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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