Multivariate normal approximation using Stein's method and Malliavin calculus

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 46, Issue 1, 2010, Pages 45-58

  Nourdin, Ivan ^a   Peccati, Giovanni ^b   Réveillac, Anthony ^c  

^a SORBONNE UNIVERSITÉ   (France)

^b UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^c HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Breuer Major CLT; Fractional Brownian motion; Gaussian processes; Malliavin calculus; Normal approximation; Stein's method; Wasserstein distance

Indexed keywords

EID: 77952556257     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/08-AIHP308     Document Type: Article

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