Multivariate normal approximation using Stein’s method and Malliavin calculus
نویسندگان
چکیده
منابع مشابه
Multivariate normal approximation using Stein’s method and Malliavin calculus
We combine Stein’s method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main findings by Peccati and Tudor (2005), Nualart and Ortiz-Latorre (2007), Peccati (2007) and Nourdin and Peccati (2007b, 2008); in particular, they apply to appr...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2010
ISSN: 0246-0203
DOI: 10.1214/08-aihp308