Stein's method and normal approximation of poisson functionals

Annals of Probability

Volumn 38, Issue 2, 2010, Pages 443-478

  Peccati, G ^a,b   Sole J L ^c   Utzet, F ^c   Taqqu, M S ^d  

^a UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

^d USA   (United States)

Author keywords

Malliavin calculus; Normal approximation; Ornstein uhlenbeck process; Poisson measure; Stein's method; Wasserstein distance.

Indexed keywords

EID: 77953608052     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/09-AOP477     Document Type: Article

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