Gaussian lower bounds for the density via Malliavin calculus
نویسندگان
چکیده
منابع مشابه
Lectures on Gaussian approximations with Malliavin calculus
Overview. In a seminal paper of 2005, Nualart and Peccati [40] discovered a surprising central limit theorem (called the “Fourth Moment Theorem” in the sequel) for sequences of multiple stochastic integrals of a fixed order: in this context, convergence in distribution to the standard normal law is equivalent to convergence of just the fourth moment. Shortly afterwards, Peccati and Tudor [46] g...
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ژورنال
عنوان ژورنال: Comptes Rendus. Mathématique
سال: 2020
ISSN: 1778-3569
DOI: 10.5802/crmath.13