Undetermined edition: Stein's method meets Malliavin calculus: a short survey with new estimates [electronic resource].

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Bookmark: http://trove.nla.gov.au/version/211085063
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Edition details

Title
  • Stein's method meets Malliavin calculus: a short survey with new estimates.
Other Creators
  • Nourdin, Ivan (Creator)
  • Peccati, Giovanni (Creator)
Medium
  • [electronic resource]
Subjects
Summary
  • We provide an overview of some recent techniques involving the Malliavin calculus of variations and the so-called ``Stein's method'' for the Gaussian approximations of probability distributions. Special attention is devoted to establishing explicit connections with the classic method of moments: in particular, we use interpolation techniques in order to deduce some new estimates for the moments of random variables belonging to a fixed Wiener chaos. As an illustration, a class of central limit theorems associated with the quadratic variation of a fractional Brownian motion is studied in detail.
Notes
  • ENG.
Language
  • Undetermined
Standard Number
  • ARXIV: 0906.4419
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Libraries Australia

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