Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach

Author:

Azmoodeh Ehsan,Peccati Giovanni,Poly Guillaume

Publisher

Springer International Publishing

Reference21 articles.

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2. A. Deya, I. Nourdin, Convergence of Wigner integrals to the tetilla law. ALEA Lat. Am. J. Probab. Math. Stat. 9, 101–127 (2012)

3. P. Eichelsbacher, Ch. Thäle, Malliavin-Stein method for Variance-Gamma approximation on Wiener space. arXiv preprint arXiv:1409.5646, 2014

4. R.E. Gaunt, On Stein’s Method for products of normal random variables and zero bias couplings (2013), http://arxiv.org/abs/1309.4344

5. S. Janson, Gaussian Hilbert Spaces. Cambridge Tracts in Mathematics, vol. 129 (Cambridge University Press, Cambridge, 1997)

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