Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields
نویسندگان
چکیده
منابع مشابه
Steins method, Malliavin calculus and infinite-dimensional Gaussian analysis
This expository paper is a companion of the four one-hour tutorial lectures given in the occasion of the special month Progress in Steins Method, held at the University of Singapore in January 2009. We will explain how one can combine Steins method with Malliavin calculus, in order to obtain explicit bounds in the normal and Gamma approximation of functionals of in nite-dimensional Gaussian ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2009
ISSN: 0091-1798
DOI: 10.1214/09-aop461