Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions

Stochastic Processes and their Applications

Volumn 125, Issue 1, 2015, Pages 182-216

  Eden, Richard ^a,b   Víquez, Juan ^a  

^a PURDUE UNIVERSITY   (United States)

^b ATENEO DE MANILA UNIVERSITY   (Philippines)

Author keywords

Convergence in distribution; Malliavin calculus; Pearson distribution; Stein's method

Indexed keywords

CALCULATIONS; RANDOM VARIABLES;

CENTRAL LIMIT THEOREM; CONVERGENCE IN DISTRIBUTION; MALLIAVIN CALCULUS; NORMAL RANDOM VARIABLE; PEARSON DISTRIBUTION; SECOND DERIVATIVES; STEIN'S METHOD; WASSERSTEIN DISTANCE;

POISSON DISTRIBUTION;

EID: 84907616581     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2014.09.001     Document Type: Article

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