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The Breuer–Major theorem in total variation: Improved rates under minimal regularity

  • Published:2021-01 Issue: Volume:131 Page:1-20
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Nourdin Ivan,Nualart David,Peccati Giovanni

Funder

Fonds National de la Recherche Luxembourg

National Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference25 articles.

1. Optimal Berry–Esseen rates on the Wiener space: the barrier of third and fourth cumulants;Biermé;ALEA,2012

2. Best constants in Young’s inequality, its converse, and its generalization to more than three functions;Brascamp;Adv. Math.,1976

3. Central limit theorems for non-linear functionals of Gaussian fields;Breuer;J. Mult. Anal,1983

4. Continuous Breuer-Major theorems: tightness and non-stationarity;Campese;Ann. Probab.,2020

5. Central limit theorems for nonlinear functionals of stationary Gaussian processes;Chambers;Probab. Theory Relat. Fields,1989

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1. Besov-Orlicz Path Regularity of Non-Gaussian Processes;Potential Analysis;2022-11-01

2. On parameter estimation of fractional Ornstein–Uhlenbeck process;Random Operators and Stochastic Equations;2022-05-31

3. Malliavin–Stein method: a survey of some recent developments;Modern Stochastics: Theory and Applications;2021

4. Approximation of Hilbert-Valued Gaussians on Dirichlet structures;Electronic Journal of Probability;2020-01-01
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